Computational experience with the solution of the matrix Lyapunov equation
Pierre R. Belanger, T. McGillivray · IEEE Transactions on Automatic Control · 1976
This correspondence presents a comparative study of three methods for the numerical solution of the matrix Lyapunov equation. The test case is a 24th-order system with highly underdamped eigenvalues and a rather high degree of stiffness. The conclusions favor a method by Bartels and Stewart based on a reduction to Schur form of theAmatrix.