Abstract
An algorithm of the Bartels-Stewart type for solving the matrix equation AX + X T B = C is proposed. By applying the QZ algorithm, the original equation is reduced to an equation of the same type having triangular matrix coefficients A and B. The resulting matrix equation is equivalent to a sequence of low-order systems of linear equations for the entries of the desired solution. Through numerical experiments, the situation where the conditions for unique solvability are “nearly” violated is simulated. The loss of the quality of the computed solution in this situation is analyzed.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Computational Mathematics and Mathematical Physics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.