Krylov subspace methods for projected Lyapunov equations (Q654118): Difference between revisions

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.