A Schur Method for Solving Projected Continuous-Time Sylvester Equations

نویسندگان

  • Yiqin Lin
  • Liang Bao
  • Qinghua Wu
  • Liping Zhou
چکیده

In this paper, we propose a direct method based on the real Schur factorization for solving the projected Sylvester equation with relatively small size. The algebraic formula of the solution of the projected continuous-time Sylvester equation is presented. The computational cost of the direct method is estimated. Numerical experiments show that this direct method has high accuracy. Keywords—Projected Sylvester equation, Schur factorization, Spectral projection, Direct method.

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تاریخ انتشار 2012