The iterative solution of the matrix equation XA+BX+C=0

DOI10.1016/0024-3795(88)90008-0MaRDI QIDQ1114306zbMATH OpenOpenAlexFDO

Authors David F. Miller

Publication date 1988

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(88)90008-0

zbMATH Keywords

convergencestabilityiterative algorithmsLyapunov equationlinear matrix equationmatrix polynomial

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Iterative numerical methods for linear systems (65F10) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

Recommendations

• Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
• Iterative algorithms for solving the matrix equation \(AXB + CX^{T}D = E\)
• On iterative algorithms for solving the matrix equation \(X+A^*X^{-1}=I\)
• Cyclic and simultaneous iterative methods to matrix equations of the form \(A_iXB_i=F_i\)
• Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\)

Cites work

• A Hessenberg-Schur method for the problem AX + XB= C
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Explicit Solutions of Linear Matrix Equations
• Matrix Equation $XA + BX = C$
• Numerical solution of \(A^ tS + SA + Q = 0\).
• The numerical solution of<tex>A'Q+QA = -C</tex>

Cited in

(12)

• Closed-form solutions to the nonhomogeneous Yakubovich-transpose matrix equation
• scientific article; zbMATH DE number 5348997 (Why is no real title available?)
• Extension of the Barzilai–Borwein Method for Quadratic Forms in Finite Euclidean Spaces
• scientific article; zbMATH DE number 1501086 (Why is no real title available?)
• Toward solution of matrix equation \(X=Af(X)B+C\)
• Iterative solutions to matrix equations of the form \(A_{i}XB_{i}=F_{i}\)
• On Smith-type iterative algorithms for the Stein matrix equation
• Numerical solution of some algebraic problems arising in the theory of stability
• scientific article; zbMATH DE number 4168849 (Why is no real title available?)
• On the equivalence of the operator equations \(XA+BX=C\) and \(X-p(- B)Xp(A)^{-1}=W\) in a Hilbert space, p a polynomial
• Parametric Solutions to the Generalized Discrete Yakubovich-Transpose Matrix Equation
• scientific article; zbMATH DE number 1293000 (Why is no real title available?)

Describes a project that uses

Uses Software

• Algorithm 432

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