Numerical methods for Lyapunov equations
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چکیده
This chapter is about numerical methods for a particular type of equation expressed as a matrix equality. The Lyapunov equation is the most common problem in the class of problems called matrix equations. Other examples of matrix equations: Sylvester equation, Stein equation, Riccati equation. Definition 4.0.1. Consider two square matrices A, W ∈ Rn×n. The problem to find a square matrix X ∈ Rn×n such that
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