| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4634017 | Applied Mathematics and Computation | 2008 | 10 Pages |
Abstract
In this paper, we give a new numerical iterative method for Lyapunov matrix equations, which is called Kronecker products iterative method (KPIM). By means of the Kronecker products we get an iterative convergent sequence from the Lyapunov matrix equations. At the same time we give its algorithms and corresponding improved algorithm in order to reduce the computation cost. Finally we discuss how to choose the optimal parameter of KPIM for the continuous Lyapunov matrix equations in the case of symmetry.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhaolu Tian, Chuanqing Gu,