A note on an algorithm for solution of the Lyapunov matrix equation

Document Type : Original Article

Authors

Mustapha Raissouli ¹

Nawal Al-harbi ²

Daoud Mashat ³

¹ Department of Mathematics, University of Moulay Ismail, Meknes, Morocco

² Department of Mathematics, Faculty of Science, King Abdulaziz University, P.O. Box 80203, Jeddah 21589, Saudi Arabia

³ Department of Mathematics, College of Sciences, King Khalid University, Abha 61413, Saudi Arabia

10.22034/kjm.2023.341952.2542

Abstract

In this paper, a matrix iterative algorithm is resorted to in the aim to solve numerically the well-known Lyapunov matrix equation $AX+XA^T=C$ that arises in some areas of applied science. Some numerical examples illustrating the significance of our approach and showing the interest of this work are provided as well.

Keywords

Lyapunov matrix equation

Sylvester matrix equation

Algorithm

Subjects

• 65 Numerical analysis

---