Low rank methods for a class of generalized Lyapunov equations and related issues
نویسندگان
چکیده
منابع مشابه
Low-rank Iterative Methods for Projected Generalized Lyapunov Equations
LOW-RANK ITERATIVE METHODS FOR PROJECTED GENERALIZED LYAPUNOV EQUATIONS TATJANA STYKEL Abstract. We generalize an alternating direction implicit method and the Smith method for large-scale projected generalized Lyapunov equations. Such equations arise in model reduction of descriptor systems. Low-rank versions of these methods are also presented, which can be used to compute low-rank approximat...
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Xuefeng Duan College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, P.R. China Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin 541004, P.R. China Email: [email protected] Zhuling Jiang College of Mathematics and Computational Science, Guilin University of ...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 2013
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s00211-013-0521-0