Direct methods for matrix Sylvester and Lyapunov equations
We revisit the two standard dense methods for matrix Sylvester and Lyapunov equations: the Bartels-Stewart method for A1X+XA2+D=0 and Hammarling's method for AX+XAT+BBT=0 with A stable. We construct three schemes for solving the unitarily reduced quasitriangular systems. We also construct a ne...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2003-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/S1110757X03212055 |