摘要
本文提供了求解离散Lyapunov矩阵方程的一种数值解法。首先讨论了系数矩阵为三对角形矩阵的公式解法,然后通过相似变换,将该方法推广到一般情形。
This paper presents a new algorithm for solving the Discrete Lyapunov matrix equation. Firstly, it gives a solution formulae to the equation of which the coefficient matrices are the tridiagonal forms. Then, this method of solution is extended to common cases through similarity transformation.
出处
《应用数学与计算数学学报》
1994年第1期90-92,共3页
Communication on Applied Mathematics and Computation
关键词
数值解
相似变换
矩阵方程
李雅普诺夫
matrix, numerical solution, similarity transformation, matrix equation
