• Media type: Preprint
  • Title: Numerical solution of generalized Lyapunov equations
  • Contributor: Penzl, T. [Author]
  • imprint: Chemnitz: Technische Universität Chemnitz, [1998]
  • Language: English
  • Keywords: condition estimation ; MSC 93B51 ; generalized Lyapunov equation ; MSC 65F15 ; mathematical software ; MSC 93B40 ; generalized Stein equation ; MSC 65F05
  • Origination:
  • Footnote:
  • Description: 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 equationsand 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.