Transform DLF Algorithm to Solve Discrete Lyapunov Matrix Equations

摘要

A new algorithm is suggested in this paper to solve discrete Lyapunov matrix equations. First, we design the algorithm to solve the matrix equations, of which coefficient matrices are of Frobenius form. Then, we extend this method successfully to general discrete Lyapunov matrix equations by similarity transforming their coefficient matrices. Finally, numerical results show that the new algorithm is effective.