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Numerical solution of the stable, non-negative definite Lyapunov equation. (English) Zbl 0492.65017

MSC:
 65F05 Direct numerical methods for linear systems and matrix inversion 65K10 Numerical optimization and variational techniques 15A23 Factorization of matrices 15A24 Matrix equations and identities 49J15 Existence theories for optimal control problems involving ordinary differential equations 93D05 Lyapunov and other classical stabilities (Lagrange, Poisson, $$L^p, l^p$$, etc.) in control theory
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