Numerical solution of generalized Lyapunov equations
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The author develops two efficient methods for solving generalized Lyapunov equations and their implementation in FORTRAN 77. The first method is a generalization of the Bartels-Stewart method (cf. \textit{R. H. Bartels} and \textit{G. W. Stewart} [Commun. ACM 15, No. 9, 820--826 (1972; Zbl 1372.65121)]) and the second is an extension of \textit{S. Hammarling's} method [Syst. Control Lett. 17, No. 2, 137-139 (1991; Zbl 0747.93061)] to generalized Lyapunov equations. The performance of the developed software is demonstrated by numerical experiments.
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