Geodesic
The Davison-Man method revisited
Electronic transactions on numerical analysis, Tome 43 (2015)
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.
Classification : 65F30, 65F10
Keywords: davison-man, Lyapunov equation 
@article{ETNA_2015__43__a8,
     author = {Sadkane,  Miloud},
     title = {The {Davison-Man} method revisited},
     journal = {Electronic transactions on numerical analysis},
     year = {2015},
     volume = {43},
     zbl = {1302.65107},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2015__43__a8/}
}
TY  - JOUR
AU  - Sadkane,  Miloud
TI  - The Davison-Man method revisited
JO  - Electronic transactions on numerical analysis
PY  - 2015
VL  - 43
UR  - http://geodesic.mathdoc.fr/item/ETNA_2015__43__a8/
LA  - en
ID  - ETNA_2015__43__a8
ER  - 
%0 Journal Article
%A Sadkane,  Miloud
%T The Davison-Man method revisited
%J Electronic transactions on numerical analysis
%D 2015
%V 43
%U http://geodesic.mathdoc.fr/item/ETNA_2015__43__a8/
%G en
%F ETNA_2015__43__a8
Sadkane,  Miloud. The Davison-Man method revisited. Electronic transactions on numerical analysis, Tome 43 (2015). http://geodesic.mathdoc.fr/item/ETNA_2015__43__a8/