Low Rank Solution of Lyapunov Equations (Q4785771)

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scientific article; zbMATH DE number 1848590
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Low Rank Solution of Lyapunov Equations
scientific article; zbMATH DE number 1848590

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    Low Rank Solution of Lyapunov Equations (English)
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    5 January 2003
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    Cholesky factorization
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    numerical examples
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    algorithm
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    rational Krylov subspace
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