Article ID Journal Published Year Pages File Type
4601495 Linear Algebra and its Applications 2012 16 Pages PDF
Abstract

We develop methods for computing verified solutions of Sylvester matrix equations AX+XB=C. To this purpose we propose a variant of the Krawczyk interval operator with a factorized preconditioner so that the complexity is reduced to cubic when A and B are dense and diagonalizable. Block diagonalizations can be used in cases where A or B are not diagonalizable. The Lyapunov equation, as a special case, is also considered.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory