Numerical solution and perturbation theory for generalized Lyapunov equations
نویسندگان
چکیده
منابع مشابه
Numerical solution of generalized Lyapunov equations
Two eecient methods for solving generalized Lyapunov equations and their implementations in FORTRAN 77 are presented. The rst one is a generalization of the Bartels{Stewart method and the second is an extension of Ham-marling's method to generalized Lyapunov equations. Our LAPACK based subroutines are implemented in a quite exible way. They can handle the transposed equations and provide scalin...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2002
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(02)00255-0