Accession Number : AD0760611

Title :   A Solution of the Bilinear Matrix Equation AY + YB = -Q,

Corporate Author : DEUTSCHE FORSCHUNGS- UND VERSUCHSANSTALT FUER LUFT- UND RAUMFAHRT E V OBERPFAFFENHOFEN (WEST GERMANY)

Personal Author(s) : Kreisselmeier,G.

Report Date : 24 MAR 1972

Pagination or Media Count : 6

Abstract : A conceptually very simple method for the solution of bilinear matrix equations AY + YB = -Q is given. The method involves a transformation of B sub(NxN) (or A(sup T, sub MxM) to Hessenberg form, an M x M(or N x N)matrix inversion and a recursive algorithm. Using the recursive algorithm in an iteration scheme, high accuracy results can be obtained, even for high order matrix equations. (Author)

Descriptors :   (*MATRICES(MATHEMATICS), TRANSFORMATIONS(MATHEMATICS)), ITERATIONS, ALGORITHMS, WEST GERMANY, NUMERICAL INTEGRATION

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE