A note on Hammarling's algorithm for the discrete Lyapunov equation
Tài liệu tham khảo
Barnett, 1975
Gill, 1974, Methods for modifying matrix factorizations, Math. Comput., 28, 505, 10.1090/S0025-5718-1974-0343558-6
Hammarling, 1982, Numerical solution of the stable, non-negative definite Lyapunov equation, IMA J. Numer. Anal., 2, 303, 10.1093/imanum/2.3.303
Laub, 1987, Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms, IEEE Trans. Automat. Control, 32, 115, 10.1109/TAC.1987.1104549
Varga, 1990
