Fast verified computation for the solution of the T-congruence Sylvester equation

DOI10.1007/S13160-018-0307-YMaRDI QIDQ1756718zbMATH OpenOpenAlexFDO

Authors Shinya Miyajima

Publication date 21 December 2018

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13160-018-0307-y

zbMATH Keywords

discrete Lyapunov equationT-congruence Sylvester equationverified numerical computation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45) Algorithms with automatic result verification (65G20)

Review text

An algorithm is proposed to compute an interval matrix that contains the symmetric matrix $X$ that solves $AX+X^TB=C$ (all matrices are in $\mathbb{C}^{n\times n}$). It was shown in [\textit{M. Oozawa} et al., J. Comput. Appl. Math. 329, 51--56 (2018; Zbl 1373.15023)] how, under certain conditions, the problem can be transformed into a Lyapunov equation. Based on this result, conditions on the numerically computed generalized eigendecomposition of the pencil $(B,A^T)$ or $(A,B^T)$ are formulated to guarantee the existence of a unique solution. The algorithm finding the required interval matrix has complexity $O(n^3)$ assuming that the employed enclosure routines for products and inverses of matrices have complexity at most $O(n^3)$. The MATLAB code using INTLAB (interval arithmetic toolbox) is available online.

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Cited in

(5)

• Lopsided DSS iteration method for solving complex Sylvester matrix equation
• Relation between the T-congruence Sylvester equation and the generalized Sylvester equation
• scientific article; zbMATH DE number 6098827 (Why is no real title available?)
• Verified methods of solutions of Sylvester matrix equation
• scientific article; zbMATH DE number 6890177 (Why is no real title available?)

Describes a project that uses

Uses Software

• INTLAB
• VERSOFT

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