Computationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equations

These Matlab codes iteratively solve large-scale Sylvester and Lyapunov matrix equations with symmetric coeff. matrix by means of the standard Krylov method with Galerkin condition (low CPU and memory requirements). Version 1.1.

Computational routines for Lyapunov eqs: SKSM_cTri.m, cTri.mexa64, (LINUX), SKSM_Lyap_cTri_Windows.m, lapack.mexaw64, eig_dstevr.m, tridiag_dsbtrd.m (Windows)

example_SKSM_cTri.m is an example of how to call the function SKSM_cTri.m and SKSM_Lyap_cTri_Windows.m. 

Computational routines for Sylvester eqs: SKSM_Sylv_cTri.m, eig_dstevr.m, tridiag_dsbtrd.m, lapack.mexa64 (Linux), lapack.mexaw64 (Windows).

example_SKSM_Sylv_cTri.m is an example of how to call the function SKSM_Sylv_cTri.m.

Notice that the mex files cTri.mexa64, lapack.mexa64 and lapack.mexaw64 make use of LAPACK and C-BLAS subroutines.

The code does not include any checking of the input data.

Related manuscript:

Davide Palitta and Valeria Simoncini, Computationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equations.

Journal of Computational and Applied Mathematics, Volume 330, 1 March 2018, Pages 648-659.