Package org.drip.numerical.linearsolver

Class SylvesterEquationSolution

java.lang.Object
org.drip.numerical.linearsolver.SylvesterEquationSolution
public class SylvesterEquationSolution
extends java.lang.Object
SylvesterEquationSolution holds the Solution to the Sylvester Equation, which is defined by: A.X + X.B = C Here A, B, and C are the Sylvester Equation components, X is the unknown whose solution is to sought. The References are:

  • Bhatia, R., and P. Rosenthal (1997): How and why to solve the operator equation AX-XB=Y? Bulletin of London Mathematical Society 29 (1) 1-21
  • Dmytryshyn, A. and B. Kagstrom (2015): Coupled Sylvester-type Matrix Equation and Block Diagonalization SIAM Journal of Matrix Analysis and Applications 36 (2) 580-593
  • Gerrish, F., and A. G. B. Ward (1998): Sylvester Matrix Equation and Roth’s Removal Rule Mathematical Gazette 82 (495) 423-430
  • Wei, Q., N. Dobigeon, and J. Y. Tourneret (2015): Fast Fusion of Multi-band Images based on solving a Sylvester Equation IEEE 24 (11) 4109-4121
  • Wikipedia (2024): Sylvester Equation https://en.wikipedia.org/wiki/Sylvester_equation




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    SylvesterEquationSolution()  

  • Method Summary

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SylvesterEquationSolution

      public SylvesterEquationSolution()