In this paper we show how to improve the approximate solution of the large Lyapunov equation obtained by an arbitrary method. Moreover, we propose a new method based on refinement process and Weighted Arnoldi algorithm for solving large Lyapunov matrix equation. Finally, some numerical results will be reported to illustrate the efficiency of the proposed method.
Najafi, H. S. and Refahi Sheikhani, A. H.
New Computational Algorithms for Analyzing the Stability of the Differential Equations System,
Applications and Applied Mathematics: An International Journal (AAM), Vol. 6,
1, Article 10.
Available at: https://digitalcommons.pvamu.edu/aam/vol6/iss1/10