SOLUTION OF THE SYLVESTER MATRIX EQUATION AXB(T)+CXD(T)=E

被引：165

作者：

GARDINER, JD

LAUB, AJ

AMATO, JJ

MOLER, CB

机构：

[1] UNIV CALIF SANTA BARBARA,DEPT ELECT & COMP ENGN,SANTA BARBARA,CA 93106

[2] UNIV NEW MEXICO,ALBUQUERQUE,NM 87131

[3] MATHWORKS,MENLO PK,CA 94025

来源：

ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1992年 / 18卷 / 02期

关键词：

ALGORITHMS; PERFORMANCE;

D O I：

10.1145/146847.146929

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 [计算机软件与理论]; 0835 [软件工程];

摘要：

A software package has been developed to solve efficiently the Sylvester-type matrix equation AXB(T) + CXD(T) = E. A transformation method is used which employs the QZ algorithm to structure the equation in such a way that it can be solved columnwise by a back substitution technique. The algorithm is an extension of the Bartels-Stewart method and the Hessenberg-Schur method. The numerical performance of the algorithms and software is demonstrated by application to near-singular systems.

引用

页码：223 / 231

页数：9

共 19 条

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[Anonymous], 1969, THEORY MATRICES

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GENERALIZED EIGENPROBLEM ALGORITHMS AND SOFTWARE FOR ALGEBRAIC RICCATI-EQUATIONS [J].