A note on Hammarling's algorithm for the discrete Lyapunov equation

DOI10.1016/0167-6911(90)90121-AMaRDI QIDQ2277205zbMATH OpenOpenAlexFDO

Authors Andras Varga

Publication date 1990

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(90)90121-a

zbMATH Keywords

definite discrete-time Lyapunov equationHammarling's algorithm

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Algebraic methods (93B25)

Recommendations

• Numerical solution of the discrete-time, convergent, non-negative definite Lyapunov equation
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• Direct methods for matrix Sylvester and Lyapunov equations

Cites work

• scientific article; zbMATH DE number 3482149 (Why is no real title available?)
• Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms
• Methods for Modifying Matrix Factorizations
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation

Cited in

(7)

• NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
• Factorized squared Smith method for large-scale Stein equations with high-rank terms
• Computational Methods for Linear Matrix Equations
• Numerical solution of the discrete-time, convergent, non-negative definite Lyapunov equation
• Parallel algorithms for model reduction of discrete-time systems
• On the numerical solution of large-scale sparse discrete-time Riccati equations
• Parametric Smith iterative algorithms for discrete Lyapunov matrix equations

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