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Journal of Automation and Information Sciences
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN Imprimer: 1064-2315
ISSN En ligne: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v41.i4.20
pages 18-25

Algorithms of Solving the Equation X − AT X−1 A = Q

Vladimir B. Larin
S.P. Timoshenko Institute of Mechanics of National Academy of Sciences of Ukraine, Kyiv, Ukraine

RÉSUMÉ

We analyzed spectrum of the matrix pencil associated with the mentioned matrix equation. Algorithms for construction of solutions of this equation are proposed on the basis of this analysis. By examples we did the comparison of accuracy of the suggested algorithms and algorithms of other authors.


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