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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Approximation of Large-Scale Dynamical Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the ADI method for Sylvester equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the numerical solution of large-scale sparse discrete-time Riccati equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of ADI Iterative Methods to the Restoration of Noisy Images / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterative methods for \(X-AXB=C\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5505126 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4396493 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A modified low-rank Smith method for large-scale Lyapunov equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Krylov Subspace Methods for Solving Large Lyapunov Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: ADI preconditioned Krylov methods for large Lyapunov matrix equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Low Rank Solution of Lyapunov Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Numerical Solution of Parabolic and Elliptic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2768030 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Equation $XA + BX = C$ / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998482 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extended Application of Alternating Direction Implicit Iteration Model Problem Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterative solution of the Lyapunov matrix equation / rank
 
Normal rank

Revision as of 03:24, 5 July 2024

scientific article
Language Label Description Also known as
English
A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations
scientific article

    Statements

    A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations (English)
    0 references
    0 references
    7 May 2012
    0 references
    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.
    0 references
    squared Smith method
    0 references
    low-rank approximation
    0 references
    block-Arnoldi method
    0 references
    full orthogonalization method
    0 references
    numerical examples
    0 references
    alternating direction implicit (ADI) iteration
    0 references
    large-scale discrete-time Lyapunov matrix equation
    0 references
    algorithm
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references