A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations (Q413528): Difference between revisions

The paper deals with the large-scale discrete-time Lyapunov matrix equation \(X-AXA^T=BB^T\) with low-rank symmetric right-hand side. The author uses the squared Smith method and the block Arnoldi algorithm for the low-rank approximation of the solution matrix. A restarting mechanism is employed to cope with the increase of memory storage of the Krylov basis. The numerical behavior of the proposed method is illustrated on several experiments.