The numerical solution ofA'Q+QA = -C

A rapidly convergent algorithm is given which will solve
A'Q + QA = -C
for
Q
when
A
is a stable matrix. The algorithm proposed requires only
4n^{2}
words of memory (for large
n
) and converges in approximately
17n^{3} \mu
s where μ is the multiplication time of the computer and
n
is the order of the matrix
A
.