LOW-RANK ITERATIVE METHODS FOR PROJECTED GENERALIZED LYAPUNOV EQUATIONS

被引：0

作者：

Stykel, Tatjana ^{[1
]}

机构：

[1] Tech Univ Berlin, Inst Math, D-10623 Berlin, Germany

来源：

ELECTRONIC TRANSACTIONS ON NUMERICAL ANALYSIS | 2008年 / 30卷

关键词：

projected generalized Lyapunov equations; alternating direction implicit method; Smith method; low-rank approximation;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 approximations to the solution of projected generalized Lyapunov equations with low-rank symmetric, positive semidefinite right-hand side. Numerical examples are presented.

引用

页码：187 / 202

页数：16

共 41 条

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