SOLVING LYAPUNOV MATRIX EQUATION A~TP+PA=-Q BY OPTIMIZATION

被引：0

作者：

叶庆凯 ^{[1
]}

机构：

[1] Peking University

来源：

Acta Mathematica Scientia | 1988年 / 02期

关键词：

SOLVING LYAPUNOV MATRIX EQUATION A~TP+PA; Q BY OPTIMIZATION;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper discusses a new method for soving matrix Lyapunov equation. It is a quite efficient method. It needs about 6(5/8)n~3 multiplications for solving a Lyapunov equation of order n. Two numerical examples are given.

引用

页码：145 / 149

页数：5

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