SOLVING LYAPUNOV MATRIX EQUATION ATP+PA=-Q BY OPTIMIZATION

数学物理学报(英文版) ›› 1988, Vol. 8 ›› Issue (2): 145-149.

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

叶庆凯

Peking University

收稿日期:1985-08-20 修回日期:1987-08-15 出版日期:1988-06-25 发布日期:1988-06-25

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

Ye Qingkai

Peking University

Received:1985-08-20 Revised:1987-08-15 Online:1988-06-25 Published:1988-06-25

摘要/Abstract

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)n³ multiplications for solving a Lyapunov equation of order n. Two numerical examples are given.

叶庆凯. SOLVING LYAPUNOV MATRIX EQUATION A^TP+PA=-Q BY OPTIMIZATION[J]. 数学物理学报(英文版), 1988, 8(2): 145-149.

Ye Qingkai. SOLVING LYAPUNOV MATRIX EQUATION A^TP+PA=-Q BY OPTIMIZATION[J]. Acta mathematica scientia,Series B, 1988, 8(2): 145-149.

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

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

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