Solution of the Sylvester Matrix Equation AXBT + CXDT = E

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Abstract

A software package has been developed to solve efficiently the Sylvester-type matrix equation AXBT + CXDT = 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. © 1992, ACM. All rights reserved.

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APA

Gardiner, J. D., Laub, A. J., Amato, J. J., & Moler, C. B. (1992). Solution of the Sylvester Matrix Equation AXBT + CXDT = E. ACM Transactions on Mathematical Software (TOMS), 18(2), 223–231. https://doi.org/10.1145/146847.146929

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