Numerical solution of singular Lyapunov equations
Numerical solution of singular Lyapunov equations
Abstract We consider the numerical solution of large scale singular (continuousātime) Lyapunov equations of the form AX + XA ā¤ + BB ā¤ = 0, where A is semistable, that is, its spectrum is contained in the left half plane, with the exception of a few semisimple eigenvalues at zero. ā¦