Direct methods for matrix Sylvester and Lyapunov equations

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...

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Bibliographic Details
Main Authors:	Danny C. Sorensen, Yunkai Zhou
Format:	Article
Language:	English
Published:	Hindawi Limited 2003-01-01
Series:	Journal of Applied Mathematics
Online Access:	http://dx.doi.org/10.1155/S1110757X03212055

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