Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4601495 | Linear Algebra and its Applications | 2012 | 16 Pages |
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.
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