Computation of the Solutions of Lyapunov Matrix Equations with Iterative Decreasing Dimension Method
Oğuzer Sinan, Sefa BAYDAK, Ahmet Duman, Kemal Aydın · Fundamental Journal of Mathematics and Applications · 2022
The existence of a solution of continuous and discrete-time Lyapunov matrix equations was studied. Both Lyapunov matrix equations are transformed into a matrix-vector equation and the solution of the obtained new system was examined. The iterative decreasing dimension method (IDDM) was implemented for solving the generated matrix-vector equation. Computations have been done with Maple procedures that run the constituted algorithms.