The authors analyze the convergence of projection type methods for approximating the solution matrix in the case of large-scale continuous-time Lyapunov equations. It is assumed that the coefficient matrix is positive definite, but not necessarily symmetric. New asymptotic estimates are provided for the error matrix when a Galerkin method is used in a Krylov subspace. Numerical experiments are also given.
Reviewer: T. C. Mohan (Dehra Dun)