Title :
Computational experience with the solution of the matrix Lyapunov equation
Author :
Belanger, Pierre R. ; Mcgillivray, Thomas P.
Author_Institution :
McGill University, Montreal, Canada
fDate :
10/1/1976 12:00:00 AM
Abstract :
This correspondence presents a comparative study of three methods for the numerical solution of the matrix Lyapunov equation. The test case is a 24th-order system with highly underdamped eigenvalues and a rather high degree of stiffness. The conclusions favor a method by Bartels and Stewart based on a reduction to Schur form of the

matrix.
Keywords :
Lyapunov matrix equations; Convergence; Eigenvalues and eigenfunctions; Integral equations; Magnetic levitation; Riccati equations; Sufficient conditions; System testing; Vehicles;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101319