The Davison-Man method revisited

The Davison-Man method is an iterative technique for solving Lyapunov equations where the approximate solution is updated through a matrix integral and a doubling procedure. In theory, convergence is quadratic, but, in practice, there are examples where the method stagnates and no further improvemen...

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Veröffentlicht in:Electronic transactions on numerical analysis 2014-12, Vol.43, p.60
1. Verfasser: Sadkane, Miloud
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description The Davison-Man method is an iterative technique for solving Lyapunov equations where the approximate solution is updated through a matrix integral and a doubling procedure. In theory, convergence is quadratic, but, in practice, there are examples where the method stagnates and no further improvement is seen. In this work, an implementation that avoids stagnation and improves the computed solution is proposed and justified. Key words. Davison-Man, Lyapunov equation
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subjects Analysis
Iterative methods (Mathematics)
Liapunov functions
title The Davison-Man method revisited
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