求解Lyapunov矩阵方程的一种算法
A Solution of the Lyapunov Matrix Equation
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摘要: 本文根据Schwarz矩阵的性质,提出了求解Lyapunov矩阵方程的一种递 推算法.这种算法只需解N阶线性方程组,计算程序较简单,运算速度快,占用内 存少,适应于求解高阶Lyapunov矩阵方程.Abstract: In This paper, a recurrence formula for the solution of Lyapunov matrix equation by the properties of schwarz matrix is presented. Only once is an N order algebraic equation needed to be solved in terms of the method. So the calculating program is simple, operating speed is fast, and less internal storage' is required. The solution is particularly suitable for higher order Lyapunov matrix equation.
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