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.

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reviewed by

Martin Plešinger

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zbMATH Keywords

squared Smith method

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low-rank approximation

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block-Arnoldi method

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full orthogonalization method

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numerical examples

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alternating direction implicit (ADI) iteration

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large-scale discrete-time Lyapunov matrix equation

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algorithm

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.laa.2011.07.021

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cites work

Approximation of Large-Scale Dynamical Systems

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Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.

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On the ADI method for Sylvester equations

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On the numerical solution of large-scale sparse discrete-time Riccati equations

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Application of ADI Iterative Methods to the Restoration of Noisy Images

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Iterative methods for $X-AXB=C$

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Q5505126

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Q4396493

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A modified low-rank Smith method for large-scale Lyapunov equations

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Krylov Subspace Methods for Solving Large Lyapunov Equations

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ADI preconditioned Krylov methods for large Lyapunov matrix equations

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Low Rank Solution of Lyapunov Equations

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A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations

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The Numerical Solution of Parabolic and Elliptic Differential Equations

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Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case

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GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems

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Q2768030

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A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations

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Matrix Equation $XA + BX = C$

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Q3998482

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Extended Application of Alternating Direction Implicit Iteration Model Problem Theory

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Iterative solution of the Lyapunov matrix equation

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Identifiers

zbMATH Open document ID

1260.65040

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DOI

10.1016/j.laa.2011.07.021

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:413528

@@ Property / review text @@
+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.
+Normal rank
@@ Property / reviewed by @@
+Martin Plešinger
@@ Property / reviewed by: Martin Plešinger / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F30
@@ Property / Mathematics Subject Classification ID: 65F30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+A24
@@ Property / Mathematics Subject Classification ID: 15A24 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F25
@@ Property / Mathematics Subject Classification ID: 65F25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 65F10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6031159
@@ Property / zbMATH DE Number: 6031159 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+squared Smith method
@@ Property / zbMATH Keywords: squared Smith method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+low-rank approximation
@@ Property / zbMATH Keywords: low-rank approximation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+block-Arnoldi method
@@ Property / zbMATH Keywords: block-Arnoldi method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+full orthogonalization method
@@ Property / zbMATH Keywords: full orthogonalization method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical examples
@@ Property / zbMATH Keywords: numerical examples / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+alternating direction implicit (ADI) iteration
+Normal rank
@@ Property / zbMATH Keywords @@
+large-scale discrete-time Lyapunov matrix equation
+Normal rank
@@ Property / zbMATH Keywords @@
+algorithm
@@ Property / zbMATH Keywords: algorithm / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.laa.2011.07.021
+Normal rank
@@ Property / OpenAlex ID @@
+W2039512556
@@ Property / OpenAlex ID: W2039512556 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of Large-Scale Dynamical Systems
@@ Property / cites work: Approximation of Large-Scale Dynamical Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.
+Normal rank
@@ Property / cites work @@
+On the ADI method for Sylvester equations
@@ Property / cites work: On the ADI method for Sylvester equations / rank @@
+Normal rank
@@ Property / cites work @@
+On the numerical solution of large-scale sparse discrete-time Riccati equations
+Normal rank
@@ Property / cites work @@
+Application of ADI Iterative Methods to the Restoration of Noisy Images
+Normal rank
@@ Property / cites work @@
+Iterative methods for \(X-AXB=C\)
@@ Property / cites work: Iterative methods for \(X-AXB=C\) / rank @@
+Normal rank
@@ Property / cites work @@
+Q5505126
@@ Property / cites work: Q5505126 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4396493
@@ Property / cites work: Q4396493 / rank @@
+Normal rank
@@ Property / cites work @@
+A modified low-rank Smith method for large-scale Lyapunov equations
+Normal rank
@@ Property / cites work @@
+Krylov Subspace Methods for Solving Large Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+ADI preconditioned Krylov methods for large Lyapunov matrix equations
+Normal rank
@@ Property / cites work @@
+Low Rank Solution of Lyapunov Equations
@@ Property / cites work: Low Rank Solution of Lyapunov Equations / rank @@
+Normal rank
@@ Property / cites work @@
+A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+The Numerical Solution of Parabolic and Elliptic Differential Equations
+Normal rank
@@ Property / cites work @@
+Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
+Normal rank
@@ Property / cites work @@
+GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
+Normal rank
@@ Property / cites work @@
+Q2768030
@@ Property / cites work: Q2768030 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
+Normal rank
@@ Property / cites work @@
+Matrix Equation $XA + BX = C$
@@ Property / cites work: Matrix Equation $XA + BX = C$ / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998482
@@ Property / cites work: Q3998482 / rank @@
+Normal rank
@@ Property / cites work @@
+Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
+Normal rank
@@ Property / cites work @@
+Iterative solution of the Lyapunov matrix equation
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:413528