A Schur Method For Solving Projected Continuous-Time Sylvester Equations
Yiqin Lin, Bao, Liang, Qinghua Wu, Liping Zhou · Zenodo (CERN European Organization for Nuclear Research) · 2010
In this paper, we propose a direct method based on the real Schur factorization for solving the projected Sylvester equation with relatively small size. The algebraic formula of the solution of the projected continuous-time Sylvester equation is presented. The computational cost of the direct method is estimated. Numerical experiments show that this direct method has high accuracy.