Date of Online Publication: 14/04/2007
Keywords: Computer-aided control system design, linear matrix equations, numerical algorithms, numerical linear algebra, Lyapunov equations, Sylvester equations
Authors: Peter Benner, Vasile Sima, Martin Slowik
Pages: 11-34
We discuss solvers for Sylvester, Lyapunov, and Stein equations that are available in the SLICOT Library (Subroutine Library In COntrol Theory). These solvers offer improved efficiency, reliability, and functionality compared to corresponding solvers in other computer-aided control system design packages. The performance of the SLICOT solvers is compared with the corresponding Matlab solvers. This note can also serve as a guide to the SLICOT and SLICOT-based Matlab solvers for Linear Matrix Equations.