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Theory and Modern Applications

Table 2 Numerical results for Example 4.1

From: Matrix iteration algorithms for solving the generalized Lyapunov matrix equation

Algorithm

n

ITs

Error

CPU

n

ITs

Error

CPU

BICR

400

112

7.8882e-7

142.7510

600

112

8.0506e-7

667.4057

Var-BICR

400

14

4.4326e-8

19.8881

600

14

4.4408e-8

83.3214

CRS

400

15

3.2668e-9

13.4433

600

15

3.2507e-9

52.5653

Var-CRS

400

5

2.6410e-9

3.2538

600

5

2.6351e-11

16.3354

Bi-CGSTAB

400

16

9.5717e-8

10.1564

600

16

9.5980e-8

55.0818

Var-Bi-CGSTAB

400

4

6.8168e-9

2.4104

600

4

6.8092e-9

11.6166