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- SKSM_cTri: Enhanced standard Krylov subspace method for symmetric Lyapunov equations
These Matlab codes iteratively solve large-scale Sylvester and Lyapunov matrix equations with symmetric coeff. matrix by means of the standard Krylov method with Galerkin condition (low CPU and memory requirements).
- EKSM_genSylv_LRcomm: Extended Krylov Subspace Method for generalized Sylvester equations with low-rank commuting coefficients
This Matlab code iteratively solves large-scale generalized Sylvester and Lyapunov matrix equations with low-rank commuting coefficients by means of the extended Krylov method and a proper selection of the starting blocks.
- hm-toolbox: Matlab Toolbox implementing H-matrices arithmetic. It includes routines for solving large-scale Lyapunov and Sylvester matrix equations with quasiseparable data.
- lyap_banded: Efficient solution of large-scale Lyapunov equation with symmetric banded data
This Matlab code solves a large-scale Lyapunov matrix equation with SPD banded ill-conditioned coeff. matrix and banded right-hand side by the algorith called lyap_banded.