Package jline.lib.SMC
Class QBD_NI_SylvestKt
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- All Implemented Interfaces:
public final class QBD_NI_SylvestKt
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Method Summary
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Method Detail
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QBD_NI_Sylvest
final static Matrix QBD_NI_Sylvest(Matrix A, Matrix B, Matrix C, Matrix D)
Solves the Sylvester equation AXB + CX = D using complex Schur and Hessenberg-triangular decomposition.
This function solves the generalized Sylvester equation AXB + CX = D for matrix X, where A, B, C, and D are given matrices. The solution uses:
Hessenberg decomposition of the matrix pair (A, C)
Complex Schur decomposition of matrix B
Back substitution to solve the transformed system
- Parameters:
A
- coefficient matrix A in the equation AXB + CX = DB
- coefficient matrix B in the equation AXB + CX = DC
- coefficient matrix C in the equation AXB + CX = DD
- right-hand side matrix D in the equation AXB + CX = D- Returns:
solution matrix X satisfying AXB + CX = D
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