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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Numerical solution of generalized Lyapunov equations

Penzl, T. 30 October 1998 (has links) (PDF)
Two efficient methods for solving generalized Lyapunov equations and their implementations in FORTRAN 77 are presented. The first one is a generalization of the Bartels--Stewart method and the second is an extension of Hammarling's method to generalized Lyapunov equations. Our LAPACK based subroutines are implemented in a quite flexible way. They can handle the transposed equations and provide scaling to avoid overflow in the solution. Moreover, the Bartels--Stewart subroutine offers the optional estimation of the separation and the reciprocal condition number. A brief description of both algorithms is given. The performance of the software is demonstrated by numerical experiments.
2

Numerical solution of generalized Lyapunov equations

Penzl, T. 30 October 1998 (has links)
Two efficient methods for solving generalized Lyapunov equations and their implementations in FORTRAN 77 are presented. The first one is a generalization of the Bartels--Stewart method and the second is an extension of Hammarling's method to generalized Lyapunov equations. Our LAPACK based subroutines are implemented in a quite flexible way. They can handle the transposed equations and provide scaling to avoid overflow in the solution. Moreover, the Bartels--Stewart subroutine offers the optional estimation of the separation and the reciprocal condition number. A brief description of both algorithms is given. The performance of the software is demonstrated by numerical experiments.

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