Comments on "The numerical solution of A T Q+QA= -C"
A. Barraud · IEEE Transactions on Automatic Control · 1979
It is pointed out that the proposed algorithm in the above paper is correct only if the spectrum ofAis real. A more general and simpler algorithm is developed which converges to the matrix sign function ofAwhatever the spectrum ofAmay be, and thus answers the question. The numerical stability of the algorithms is discussed and some results are quoted.