Geodesic
The Davison-Man method revisited
Electronic transactions on numerical analysis, Tome 43 (2015).

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: 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},
     publisher = {mathdoc},
     volume = {43},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2015__43__a8/}
}
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Sadkane, Miloud. The Davison-Man method revisited. Electronic transactions on numerical analysis, Tome 43 (2015). http://geodesic.mathdoc.fr/item/ETNA_2015__43__a8/