Numerical algorithm for solving the matrix equation AX + X* B = C |
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Authors: | Yu O Vorontsov |
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Institution: | 1. Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
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Abstract: | An algorithm of the Bartels-Stewart type for solving the matrix equation AX + X*B = C is suggested. By applying the QZ-algorithm to the original equation, it is transformed into an equation of the same type with triangular matrix coefficients A and B. The resulting matrix equation is equivalent to the sequence of a system of linear equations with a smaller order of the coefficients of the desired solution. Using numerical examples, the authors simulate a situation where the conditions of a unique solution are “almost” violated. Deterioration of the calculated solutions is in this case followed. |
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