A numerical algorithm for Lyapunov equations
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Publication:941473
DOI10.1016/j.amc.2007.12.057zbMath1154.65027OpenAlexW2069511885MaRDI QIDQ941473
Publication date: 1 September 2008
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.12.057
algorithmcomparison of methodsspectral radiusKronecker productsLyapunov matrix equationsHessenberg decompositionmatrix iterative method
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Related Items (11)
New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ Gradient based and least squares based iterative algorithms for matrix equations \(AXB + CX^{T}D = F\) ⋮ A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ The Minkowski-Lyapunov equation for linear dynamics: theoretical foundations ⋮ On two classes of mixed-type Lyapunov equations ⋮ Dissipativity of θ-methods for a class of nonlinear neutral delay integro-differential equations ⋮ An accelerated Jacobi-gradient based iterative algorithm for solving sylvester matrix equations ⋮ Parametric Smith iterative algorithms for discrete Lyapunov matrix equations ⋮ LSQR iterative common symmetric solutions to matrix equations \(AXB = E\) and \(CXD = F\) ⋮ Gradient based iterative solutions for general linear matrix equations ⋮ A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations
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