Factorized solution of the Lyapunov equation by using the hierarchical matrix arithmetic ∗
نویسندگان
چکیده
We investigate the solution of the Lyapunov equation with the matrix sign function method. In order to obtain the factorized solution we use a partitioned Newton iteration, where one part of the iteration uses formatted arithmetic for the hierarchical matrix format while the other part converges to an approximate full-rank factor of the solution.
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تاریخ انتشار 2004