Abstract:
It is known that the solution of the semilinear matrix equation $X-A\overline XB=C$ can be reduced to solving the classical Stein equation. The normal case means that the coefficients on the left-hand side of the resulting equation are normal matrices. We propose a method for solving the original semilinear equation in the normal case that permits to almost halve the execution time for equations of order $n=3000$ compared to the library function dlyap, which solves Stein equations in Matlab.
Key words:continuous- and discrete-time Sylvester equations, BHH-equations, Schur form, conjugate-normal matrix, Matlab function dlyap.
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