The numerical solution ofA'Q+QA = -C
- 1 October 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (5) , 882-883
- https://doi.org/10.1109/tac.1977.1101627
Abstract
A rapidly convergent algorithm is given which will solve A'Q + QA = -C for Q when A is a stable matrix. The algorithm proposed requires only 4n^{2} words of memory (for large n ) and converges in approximately 17n^{3} mu s where is the multiplication time of the computer and n is the order of the matrix A .Keywords
This publication has 4 references indexed in Scilit:
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