Iterative solution of the Lyapunov matrix equation

Iterative algorithm for the generalized ‎$‎(P‎,‎Q)‎$‎-reflexive solution of a‎ ‎quaternion matrix equation with ‎$‎j‎$‎-conjugate of the unknowns

In the present paper‎, ‎we propose an iterative algorithm for‎ ‎solving the generalized $(P,Q)$-reflexive solution of the quaternion matrix‎ ‎equation $overset{u}{underset{l=1}{sum}}A_{l}XB_{l}+overset{v} ‎{underset{s=1}{sum}}C_{s}widetilde{X}D_{s}=F$‎. ‎By this iterative algorithm‎, ‎the solvability of the problem can be determined automatically‎. ‎When the‎ ‎matrix equation is consistent over...

Iterative Method for Mirror-Symmetric Solution of Matrix Equation AXB + CY D = E

Numerical Solution of Sawada-Kotera equation by using Iterative Methods

Factorized solution of the Lyapunov equation by using the hierarchical matrix arithmetic ∗

We investigate the solution of the Lyapunov equation with the matrix sign function method. In order to obtain the factorized solution we use a partitioned Newton iteration, where one part of the iteration uses formatted arithmetic for the hierarchical matrix format while the other part converges to an approximate full-rank factor of the solution.

Ela New Estimates for the Solution of the Lyapunov Matrix Differential Equation∗

In this paper, by using majorization inequalities, upper bounds on summations of eigenvalues (including the trace) of the solution for the Lyapunov matrix differential equation are obtained. In the limiting cases, the results reduce to bounds of the algebraic Lyapunov matrix equation. The effectiveness of the results are illustrated by numerical examples.