The Lyapunov matrix equation. Matrix analysis from a computational perspective

2015/01/29 by Valeria Simoncini, Simoncini, Valeria
Computer Science · Mathematics · Physics and Astronomy · #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods for differential equations #Quantum chaos and dynamical systems

paper · pdf · doi:10.48550/arxiv.1501.07564

openalex publication_date 2015/01/29 · openalex created_date 2016/06/24 · openalex updated_date 2026/08/01

Abstract

Decay properties of the solution X to the Lyapunov matrix equation AX + X A^T = D are investigated. Their exploitation in the understanding of equation matrix properties, and in the development of new numerical solution strategies when D is not low rank but possibly sparse is also briefly discussed.

Citations

• Sparse solution of the Lyapunov equation for large-scale interconnected\n systems

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