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.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-199800893 |
| Date | 30 October 1998 |
| Creators | Penzl, T. |
| Contributors | TU Chemnitz, SFB 393 |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:preprint |
| Format | application/pdf, application/postscript, text/plain, application/zip |
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