An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations

Ying Zhang, Ai-Guo Wu, Hui-jie Sun. An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations. Int. J. Systems Science, 49(2):425-434, 2018. [doi]

@article{ZhangWS18,
  title = {An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations},
  author = {Ying Zhang and Ai-Guo Wu and Hui-jie Sun},
  year = {2018},
  doi = {10.1080/00207721.2017.1407009},
  url = {https://doi.org/10.1080/00207721.2017.1407009},
  researchr = {https://researchr.org/publication/ZhangWS18},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Systems Science},
  volume = {49},
  number = {2},
  pages = {425-434},
}