Bartels–Stewart algorithm

E695944

The Bartels–Stewart algorithm is a numerical linear algebra method that efficiently solves certain matrix equations, particularly Sylvester and Lyapunov equations, using Schur decompositions.

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Statements (50)

Predicate Object
instanceOf algorithm in numerical linear algebra ⓘ
matrix equation solver ⓘ
numerical algorithm ⓘ
advantage avoids explicit Kronecker product formulation ⓘ
reduces Sylvester equation to sequence of simpler triangular problems ⓘ
appliesTo A X A^T - X + Q = 0 ⓘ
AX + X B^T + Q = 0 ⓘ
AX + XB = C ⓘ
basedOn back substitution ⓘ
triangular matrix equations ⓘ
category direct method for matrix equations ⓘ
complexity O(n^3) for n×n matrices (up to constants depending on sizes) ⓘ
field computational mathematics ⓘ
numerical linear algebra ⓘ
implementedIn LAPACK ⓘ
MATLAB lyap function ⓘ
SciPy scipy.linalg.solve_continuous_lyapunov ⓘ
SciPy scipy.linalg.solve_discrete_lyapunov ⓘ
linked to: Lyapunov equation

SciPy scipy.linalg.solve_sylvester ⓘ
input matrix A ⓘ
matrix B ⓘ
matrix C ⓘ
namedAfter George W. Stewart ⓘ
Richard H. Bartels ⓘ
originalAuthors G. W. Stewart ⓘ
R. H. Bartels ⓘ
originalJournal Communications of the ACM ⓘ
originalPublication Solution of the matrix equation AX + XB = C ⓘ
output matrix X ⓘ
property backward stable in typical implementations ⓘ
exploits triangular structure ⓘ
numerically stable ⓘ
relatedTo Hessenberg–Schur method ⓘ
Lyapunov equation solvers in control libraries ⓘ
requirement matrices A and B have no common eigenvalues for unique solution of Sylvester equation ⓘ
solves Sylvester equation ⓘ
continuous Lyapunov equation ⓘ
discrete Lyapunov equation ⓘ
step compute Schur decomposition of A ⓘ
compute Schur decomposition of B ⓘ
solve resulting triangular Sylvester equations ⓘ
transform Sylvester equation into Schur basis ⓘ
usedIn control theory ⓘ
model reduction ⓘ
solution of Riccati equations via Lyapunov subproblems ⓘ
stability analysis ⓘ
uses Schur decomposition ⓘ
complex Schur decomposition ⓘ
real Schur decomposition ⓘ
linked to: Schur decomposition
yearIntroduced 1972 ⓘ

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Lyapunov equation → solvedBy → Bartels–Stewart algorithm ⓘ
Bartels–Stewart algorithm → implementedIn → SciPy scipy.linalg.solve_sylvester ⓘ
linked to: Bartels–Stewart algorithm