Solving Lyapunov and Sylvester Matrix Equations with Condition and ...

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Apr 12, 1996 - numerical linear algebra package and implement condition and rounding er- .... is considered as a condition number of the Sylvester equation.
Solving Lyapunov and Sylvester Matrix Equations with Condition and Accuracy Estimates P. Hr. Petkov1 and N. D. Christov1 April 12, 1996

1 On

leave from the Department of Automatics, Technical University of So a, 1756 So a, Bulgaria. This work was supported by the Commission of the European Communities (grants CIPA3510CT926374 and CIPA3510CT921932).

Abstract Fortran subroutines have been developed to solve the continuous and discrete Lyapunov and the Sylvester matrix algebraic equations arising in the control systems analysis and design. The programmes are based on LAPACK numerical linear algebra package and implement condition and rounding errors estimates permitting evaluation of the problem sensitivity and solution accuracy.

Introduction The Lyapunov matrix equation

A0X + XA = C

(0.1)

and its discrete counterpart

A0XA ? X = C

(0.2) where A 2

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