Title :
Solution of the Lyapunov matrix equation
Author :
Barnett, Stanley ; Storey, C.
Author_Institution :
Loughborough University of Technology, Department of Mathematics, Loughborough, UK
fDate :
12/1/1966 12:00:00 AM
Abstract :
An estimate is given for the reduction obtained by introducing a skew-symmetric matrix in the number of Operations needed to solve the matrix equation A´L+LA = ¿C. Also, an iterative scheme is suggested whereby the order of the largest matrix to be inverted can be reduced to 2n¿3.
Keywords :
mathematics; stability;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19660394
