Iterative methods for the delay Lyapunov equation with T-Sylvester preconditioning (Q1615853)

The authors deal with the delay Lyapunov equation which they propose to solve by a new iterative method. Exploiting the fact that the delay Lyapunov equation can be expressed as a linear system of equations, a preconditioned iterative method is presented. A preconditioner is proposed based on solving a T-Sylvester equation, which enjoys methods available in the literature. The presented preconditioner is proved to be effective under certain assumptions. Therefore, also in this presented approach, the effectiveness of the preconditioner is problem-dependent, as usual. A small example and a large-scale example are numerically studied and discussed. Remarkably, whereas the largest delay Lyapunov equation previously solved in the literature was with \(n=110\), here approximate solutions for problems of size up to \(n \approx 1000\) are presented.