Numerical solution of the matrix equation AX + XAT+ B = 0
- 1 June 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 16 (3) , 278-279
- https://doi.org/10.1109/tac.1971.1099699
Abstract
A recursive algorithm is shown to solve the above equation accurately for large ( n leq 146 ), lightly damped ( zeta geq 10^{-3} ) systems. About 2.5n^{2} storage locations are required, and about 2.5n^{3} multiplications are performed per recursion, ten recursions being typical.Keywords
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