World Academy of Science, Engineering and Technology
Published July 20, 2010 | Version 2067
Journal article Open

A Schur Method for Solving Projected Continuous-Time Sylvester Equations

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In this paper, we propose a direct method based on the real Schur factorization for solving the projected Sylvester equation with relatively small size. The algebraic formula of the solution of the projected continuous-time Sylvester equation is presented. The computational cost of the direct method is estimated. Numerical experiments show that this direct method has high accuracy.

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References

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