Formulae for the solution of Lyapunov matrix equations
作者： N. J. YOUNG
DOI: 10.1080/00207178008961035
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摘要: A new algorithm for solving the Lyapunov matrix equation X − A∗XA = Q is proposed. The method proceeds by reducing to a special case which an explicit formula given. technique purely algebraic (i.e. involves no iteration), but does not involve calculation of characteristic polynomial or reduction canonical form. If symmetric and matrices are type n × n, number multiplications divisions required about 4n4. Two simple devices given whereby can be extended wider class linear equations.
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