umu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Block variants of Hammarling's method for solving Lyapunov equations
Umeå University, Faculty of Science and Technology, Departement of Computing Science.
2008 (English)In: Acm Transactions on Mathematical Software, Vol. 34, no 1Article in journal (Refereed) Published
Abstract [en]

This article is concerned with the efficient numerical solution of the Lyapunov equation A(T) X + XA = -C with a stable matrix A and a symmetric positive semidefinite matrix C of possibly small rank. We discuss the efficient implementation of Hammarling's method and propose among other algorithmic improvements a block variant, which is demonstrated to perform significantly better than existing implementations. An extension to the discrete-time Lyapunov equation A(T) XA - X = - C is also described.

Place, publisher, year, edition, pages
2008. Vol. 34, no 1
Identifiers
URN: urn:nbn:se:umu:diva-21876ISBN: 0098-3500 OAI: oai:DiVA.org:umu-21876DiVA: diva2:212136
Note
Kressner, DanielAvailable from: 2009-04-21 Created: 2009-04-21 Last updated: 2009-04-21

Open Access in DiVA

No full text

Other links

<Go to ISI>://000253829900001
By organisation
Departement of Computing Science

Search outside of DiVA

GoogleGoogle Scholar

isbn
urn-nbn

Altmetric score

isbn
urn-nbn
Total: 16 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf