Volume 43, pp. 60-69, 2014-2015.

The Davison-Man method revisited

Miloud Sadkane

Abstract

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.

Full Text (PDF) [134 KB]

Key words

Davison-Man, Lyapunov equation

AMS subject classifications

65F30, 65F10

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