Numerical solution of singular semi-stable Lyapunov equations
نویسندگان
چکیده
A numerical method for the least squares solution of certain large sparse singular Lyapunov equations is presented. It is shown that the solution can be obtained as the sum of three parts, each of which is a solution of an easier problem and which can be computed with a low rank approximation. Numerical tests illustrate the effectiveness of the proposed method.
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