Package jline.lib.smc

Class QBD_NI_Sylvest

java.lang.Object

jline.lib.smc.QBD_NI_Sylvest

public final class QBD_NI_Sylvest
extends Object

Method Summary

Modifier and Type	Method	Description
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.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

QBD_NI_Sylvest

public 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.

Mirrors MATLAB QBD_NI_Sylvest.m: the pencil (A,C) is reduced to Hessenberg-triangular form W*A*V=LBAR, W*C*V=NBAR, B is reduced to complex Schur form B=U*T*U', and the transformed equation is solved column by column exploiting the triangularity of T, giving X=real(V*Y*U').

Parameters:

A - coefficient matrix A

B - coefficient matrix B

C - coefficient matrix C

D - right-hand side matrix D

Returns:

solution matrix X satisfying AXB + CX = D