Numerical solution of the matrix equation AX + XAT+ B = 0
Author :
Smith, Paul
Author_Institution :
Bellcomm, Inc., Washington, DC, USA
Volume :
16
Issue :
3
fYear :
1971
fDate :
6/1/1971 12:00:00 AM
Firstpage :
278
Lastpage :
279
Abstract :
A recursive algorithm is shown to solve the above equation accurately for large ( ), lightly damped ( ) systems. About storage locations are required, and about multiplications are performed per recursion, ten recursions being typical.
Keywords :
Matrix equations; Automatic control; Control systems; Eigenvalues and eigenfunctions; Equations; Space vehicles; Springs; Storage automation; Symmetric matrices; Testing; White noise;