Acta mathematica scientia,Series B ›› 1988, Vol. 8 ›› Issue (2): 145-149.

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

Ye Qingkai   

  1. Peking University
  • Received:1985-08-20 Revised:1987-08-15 Online:1988-06-25 Published:1988-06-25

Abstract: 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.

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