Solution of Lyapunov equations by alternating direction implicit iteration
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Publication:758122
DOI10.1016/0898-1221(91)90124-MzbMath0724.65041OpenAlexW2092273264MaRDI QIDQ758122
Publication date: 1991
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(91)90124-m
Lyapunov matrix equationADI iterationNumerical resultsalternating direction implicit iterationreduction to tridiagonal form
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- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
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- Comparison of four numerical algorithms for solving the Liapunov matrix equation†
