2009•Journal of Hebei UniversityRequires access

Multiple Parameter Iteration-correction Method for Solving the Generalized Mixed-type Lyapunov Matrix Equation

Zhou Yu-xing

Abstract

Multiple parameter iteration-correction method for solving the generalized mixed-type Lyapunov matrix equation AX+XB+CXD=F is discussed.The necessary and sufficient conditions of iterative convergence and the method of choose parameter are given.Meanwhile,The convergence of the iteration is improved by using a whole correction model.This algorithm unrestrict to coefficient matrices when exists a solution of the equation.

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Key concepts: Mathematics, Convergence (economics), Applied mathematics, Iterative method, Lyapunov equation, Matrix (chemical analysis), Type (biology), Lyapunov function