An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems

被引：34

作者：

Shahzad, Amir ^{[1
]}

Jones, Bryn Ll ^{[2
]}

Kerrigan, Eric C. ^{[1
,3
]}

Constantinides, George A. ^{[1
]}

机构：

[1] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London SW7 2AZ, England

[2] Scottish Marine Inst, Scottish Assoc Marine Sci, Oban PA37 1QA, Argyll, Scotland

[3] Univ London Imperial Coll Sci Technol & Med, Dept Aeronaut, London SW7 2AZ, England

来源：

AUTOMATICA | 2011年 / 47卷 / 01期

基金：

英国工程与自然科学研究理事会;

关键词：

Descriptor systems; Matrix equations; Numerical algorithms; Coupled Sylvester equation; Efficient algorithms;

D O I：

10.1016/j.automatica.2010.10.038

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Descriptor systems consisting of a large number of differential-algebraic equations (DAEs) usually arise from the discretization of partial differential-algebraic equations. This paper presents an efficient algorithm for solving the coupled Sylvester equation that arises in converting a system of linear DAEs to ordinary differential equations. A significant computational advantage is obtained by exploiting the structure of the involved matrices. The proposed algorithm removes the need to solve a standard Sylvester equation or to invert a matrix. The improved performance of this new method over existing techniques is demonstrated by comparing the number of Floating-point operations and via numerical examples. (C) 2010 Elsevier Ltd. All rights reserved.

引用

页码：244 / 248

页数：5

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