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Algorithm 705

swMATH ID: 8105
Software Authors: Gardiner, Judith D.; Wette, Matthew R.; Laub, Alan J.; Amato, James J.; Moler, Cleve B.
Description: Algorithm 705: a Fortran-77 software package for solving the Sylvester matrix equation AXB T +CXD T =E. This paper documents a software package for solving the Sylvester matrix equation (1) AXBT + CXDT = e All quantities are real matrices; A and C are m x n; B and D are m x n; and X and E are m x n. The unknown is X. Two symmetric forms of Eq. (1) are treated separately for efficiency. They are the continuous-time symmetric Sylvester equation (2) AXET + EXAT + C = 0 and the discrete time equation (3) AXAT + C = 0, for which A, E, and C is symmetric. The software also provides a means for estimating the condition number of these three equations. The algorithms employed are more fully described in an accompanying paper.
Homepage: http://dl.acm.org/citation.cfm?id=146847.146930
Related Software: SLICOT; Algorithm 432; mctoolbox; LAPACK; LYAPACK; Matlab; mftoolbox; CTLEX; ARPACK; benchmodred; RICPAC; CAREX; Algorithm 679; Scilab; LINPACK; CALGO; FFTW; ATLAS; SQUINT
Referenced in: 14 Publications

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