A schur method for solving projected continuous-time sylvester equations

被引:0
作者
Lin, Yiqin [1 ]
Bao, Liang [2 ]
Wu, Qinghua [3 ]
Zhou, Liping [4 ]
机构
[1] Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425100, China
[2] Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China
[3] Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425100, China
[4] Department of Mathematics and Computational Science, Hunan University of Science and Engineering, Yongzhou 425100, China
来源
International Journal of Computational and Mathematical Sciences | 2010年 / 4卷 / 03期
关键词
Numerical methods - Continuous time systems;
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摘要
In this paper, we propose a direct method based on the real Schur factorization for solving the projected Sylvester equation with relatively small size. The algebraic formula of the solution of the projected continuous-time Sylvester equation is presented. The computational cost of the direct method is estimated. Numerical experiments show that this direct method has high accuracy.
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页码:108 / 111
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