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Solution of the Sylvester matrix equation AXB T + CXD T = E

Judith D. Gardiner, Alan J. Laub, James J. Amato, Cleve B. Moler

Source record

Source: Crossref

Published: Jun 1, 1992

DOI: 10.1145/146847.146929

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Source abstract

A software package has been developed to solve efficiently the Sylvester-type matrix equation AXB T + CXD T = E . A transformation method is used which employs the QZ algorithm to structure the equation in such a way that it can be solved columnwise by a back substitution technique. The algorithm is an extension of the Bartels-Stewart method and the Hessenberg-Schur method. The numerical performance of the algorithms and software is demonstrated by application to near-singular systems.

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