Krylov subspace methods for projected Lyapunov equations (Q654118): Difference between revisions
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Revision as of 22:19, 29 February 2024
scientific article
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| English | Krylov subspace methods for projected Lyapunov equations |
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Krylov subspace methods for projected Lyapunov equations (English)
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21 December 2011
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The authors propose methods based on the extended block and global Arnoldi processes combined with the extended Krylov subspace approach and the alternating direction implicit (ADI) iteration for solving projected Lyapunov equations. Additionally, a deflation procedure is proposed to overcome possible breakdown in the recurrence. Finally, the effectiveness of the proposed method is demonstrated by solving several problems of distinct structure and numerical results are presented along with comparative results, using MATLAB.
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projected Lyapunov equation
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Krylov subspace method
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Arnoldi process
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alternating direction implicit method
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deflation
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numerical results
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