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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2018, Volume 21, Number 4, Pages 367–373
DOI: https://doi.org/10.15372/SJNM20180402 (Mi sjvm690) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Numerical solution of the discrete BHH-equation in the normal case

Kh. D. Ikramova, Yu. O. Vorontsovb

a LomonosovMoscow State University, Leninskie Gory, GSP-1, Moscow, 119991 Russia
b GlobusMedia Ltd., 1st Nagatinskii proezd 10, Moscow, 115230 Russia
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DOI: https://doi.org/10.15372/SJNM20180402
Abstract: It is known that the solution of the semilinear matrix equation $X-A\overline XB=C$ can be reduced to solving the classical Stein equation. The normal case means that the coefficients on the left-hand side of the resulting equation are normal matrices. We propose a method for solving the original semilinear equation in the normal case that permits to almost halve the execution time for equations of order $n=3000$ compared to the library function dlyap, which solves Stein equations in Matlab.
Key words: continuous- and discrete-time Sylvester equations, BHH-equations, Schur form, conjugate-normal matrix, Matlab function dlyap.
Received: 21.12.2017
Revised: 20.06.2018
English version:
Numerical Analysis and Applications, 2018, Volume 11, Issue 4, Pages 293–297
DOI: https://doi.org/10.1134/S199542391804002X
Bibliographic databases:
Document Type: Article
UDC: 512.643
Language: Russian
Citation: Kh. D. Ikramov, Yu. O. Vorontsov, “Numerical solution of the discrete BHH-equation in the normal case”, Sib. Zh. Vychisl. Mat., 21:4 (2018), 367–373; Num. Anal. Appl., 11:4 (2018), 293–297
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
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