Numerical solution and perturbation theory for generalized Lyapunov equations

DOI10.1016/S0024-3795(02)00255-0zbMath1003.65042MaRDI QIDQ1611862

Tatjana Stykel

Publication date: 28 August 2002

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

zbMATH Keywords

numerical examplesspectral condition numberperturbation boundsBertels-Stewart methodgeneralized continuous-time Lyapunov equationHammarling methods

Mathematics Subject Classification ID

Related Items (15)

A note on POD model reduction methods for DAEs ⋮ Reduced basis approximation of large scale parametric algebraic Riccati equations ⋮ A modified matrix sign function method for projected Lyapunov equations ⋮ Computational Methods for Linear Matrix Equations ⋮ Model Order Reduction for Differential-Algebraic Equations: A Survey ⋮ Partial realization of descriptor systems ⋮ On the perturbation bounds of projected generalized continuous-time Sylvester equations ⋮ Krylov subspace methods for projected Lyapunov equations ⋮ Rigorous and effective a-posteriori error bounds for nonlinear problems -- application to RB methods ⋮ A direct method for solving projected generalized continuous-time Sylvester equations ⋮ Sensitivity analysis of random linear differential-algebraic equations using system norms ⋮ A quadratic inverse eigenvalue problem in damped structural model updating ⋮ Structured perturbation analysis for an infinite size quasi-Toeplitz matrix equation with applications ⋮ On the Sensitivity of Singular and Ill-Conditioned Linear Systems ⋮ Gradient-based maximal convergence rate iterative method for solving linear matrix equations

Uses Software

• LAPACK
• SLICOT
• mctoolbox
• Algorithm 705

Cites Work

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• The generalized Schur decomposition of an arbitrary pencil A–λB—robust software with error bounds and applications. Part II
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• Algorithm 705; a FORTRAN-77 software package for solving the Sylvester matrix equation AXB ^T + CXD ^T = E
• On Criteria for Asymptotic Stability of Differential-Algebraic Equations
• The matrix sign function
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]

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