Low-Rank Solution of Lyapunov Equations (Q4652268)

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scientific article; zbMATH DE number 2138681
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Low-Rank Solution of Lyapunov Equations
scientific article; zbMATH DE number 2138681

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    Low-Rank Solution of Lyapunov Equations (English)
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    25 February 2005
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    Lyapunov equation
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    implicit iteration
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    low-rank approximation
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    invariant subspace
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    iterative methods
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    Cholesky factor-alternating direction implicit algorithm
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    rational Krylov subspaces
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    linear, time-invariant systems
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    numerical results
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