A note on an algorithm for solution of the Lyapunov matrix equation

Document Type : Original Article

Authors

1 Department of Mathematics, University of Moulay Ismail, Meknes, Morocco

2 Department of Mathematics, Faculty of Science, King Abdulaziz University, P.O. Box 80203, Jeddah 21589, Saudi Arabia

3 Department of Mathematics, College of Sciences, King Khalid University, Abha 61413, Saudi Arabia

10.22034/kjm.2023.341952.2542

Abstract

In this paper, a matrix iterative algorithm is resorted to in the aim to solve numerically the well-known Lyapunov matrix equation $AX+XA^T=C$ that arises in some areas of applied science. Some numerical examples illustrating the significance of our approach and showing the interest of this work are provided as well.

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