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A Schur Method for Solving Projected Continuous-Time Sylvester Equations

Authors: Yiqin Lin, Liang Bao, Qinghua Wu, Liping Zhou


In this paper, we propose a direct method based on the real Schur factorization for solving the projected Sylvester equation with relatively small size. The algebraic formula of the solution of the projected continuous-time Sylvester equation is presented. The computational cost of the direct method is estimated. Numerical experiments show that this direct method has high accuracy.

Keywords: direct method, Projected Sylvester equation, Schur factorization, Spectral projection

Digital Object Identifier (DOI):

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