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The Computer Journal 1971 14(3):291-292; doi:10.1093/comjnl/14.3.291
© 1971 by British Computer Society
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A high-order method of solution for the Lyapunov matrix equation

F. T. Man *

Department of Electrical Engineering, University of Toronto, Toronto, Ontario, Canada

An iterative scheme which has a high order of convergence is presented for the solution of the Lyapunov matrix equation. An optimum order of the method of solution is determined on the basis that for a given error tolerance the least amount of computational time is utilised.


Received October 1969.

* Present address: Bell Telephone Laboratories, Inc, Holmdel, N.J. 07733, U.S.A.

§ Department of Electrical Engineering, University of Toronto, Toronto 181, Ontario, Canada


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