Least-Squares Approximate Solution of Overdetermined Sylvester Equations
نویسندگان
چکیده
منابع مشابه
Least-Squares Approximate Solution of Overdetermined Sylvester Equations
We address the problem of computing a low-rank estimate Y of the solution X of the Lyapunov equation AX + XA′ + Q = 0 without computing the matrix X itself. This problem has applications in both the reduced-order modeling and the control of large dimensional systems as well as in a hybrid algorithm for the rapid numerical solution of the Lyapunov equation via the alternating direction implicit ...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 1997
ISSN: 0895-4798,1095-7162
DOI: 10.1137/s0895479893252337