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One of the most effective methods for solving the matrix equation AX+XB=C is the Bartels-Stewart algorithm. Key to this technique is the orthogonal reduction of A and B to triangular form using the QR algorithm for eigenvalues. A new method is proposed which differs from the Bartels-Stewart algorithm in that A is only reduced to Hessenberg form. The resulting algorithm is between 30 and 70 percent faster depending upon the dimensions of the matrices A and B . The stability of the new method is demonstrated through a roundoff error analysis and supported by numerical tests. Finally, it is shown how the techniques described can be applied and generalized to other matrix equation problems.
Golub et al. (Sat,) studied this question.
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