Direct methods for matrix Sylvester and Lyapunov equations 外文参考文献.docVIP

DIRECTMETHODSFORMATRIXSYLVESTER ANDLYAPUNOVEQUATIONS DANNYC.SORENSENANDYUNKAIZHOU Received12December2002andinrevisedform31January2003 We revisit the two standard dense methods for matrix Sylvester and Lyapunovequations: theBartels-Stewart method forA1X+XA2+D=0 and Hammarling’s method for AX+XAT+BBT =0 with A stable. We construct threeschemes forsolving theunitarily reduced quasitriangu- larsystems. Wealso construct anew rank-1 updating scheme inHam- marling’s method. This new scheme is able to accommodate a B with more columns than rows as well as the usual case of a B with more rowsthanco