Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
From MaRDI portal
Publication:1575232
DOI10.1016/S0167-6911(00)00010-4zbMath0977.93034MaRDI QIDQ1575232
Publication date: 21 August 2000
Published in: Systems \& Control Letters (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Iterative solution of the Lyapunov matrix equation
- Controllability, observability and the solution of AX-XB=C
- Krylov-subspace methods for the Sylvester equation
- Numerical solution of the Lyapunov equation by approximate power iteration
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- Explicit solution and eigenvalue bounds in the Lyapunov matrix equation
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- Approximate solution of large sparse Lyapunov equations
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- Bounds in algebraic Riccati and Lyapunov equations: a survey and some new results
- On Nonnegative Solutions of the Equation $AD + DA' = - C$
- Explicit Solutions of Linear Matrix Equations
- Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
Related Items (80)
Survey on the technique of hierarchical matrices ⋮ Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations ⋮ Pseudospectra of Loewner Matrix Pencils ⋮ New Algorithms for Computing the Real Structured Pseudospectral Abscissa and the Real Stability Radius of Large and Sparse Matrices ⋮ Low rank methods for a class of generalized Lyapunov equations and related issues ⋮ Reduced basis approximation of large scale parametric algebraic Riccati equations ⋮ Eigenvalue clustering, control energy, and logarithmic capacity ⋮ A unified approach of the measurement of solution bounds of the continuous and discrete algebraic Lyapunov equations ⋮ Computational Methods for Linear Matrix Equations ⋮ Model order reduction for linear and nonlinear systems: a system-theoretic perspective ⋮ Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix ⋮ Solving Rank-Structured Sylvester and Lyapunov Equations ⋮ Truncated low‐rank methods for solving general linear matrix equations ⋮ Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic ⋮ Decay of singular values for infinite-dimensional systems with Gevrey regularity ⋮ Computationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equations ⋮ Extremal rational functions on symmetric discrete sets and superlinear convergence of the ADI method ⋮ A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations ⋮ On the Singular Values of Matrices with Displacement Structure ⋮ Cubature, Approximation, and Isotropy in the Hypercube ⋮ Global stabilizability to trajectories for the Schlögl equation in a Sobolev norm ⋮ On the Approximability of Koopman-Based Operator Lyapunov Equations ⋮ On an integrated Krylov-ADI solver for large-scale Lyapunov equations ⋮ Improved ParaDiag via low-rank updates and interpolation ⋮ A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations ⋮ A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line ⋮ Low-rank parareal: a low-rank parallel-in-time integrator ⋮ Projection Based Model Reduction for Optimal Design of the Time-dependent Stokes System ⋮ On low-rank approximability of solutions to high-dimensional operator equations and eigenvalue problems ⋮ Introduction to hierarchical matrices with applications. ⋮ On the eigenvalue decay of solutions to operator Lyapunov equations ⋮ Modified Douglas splitting method for differential matrix equations ⋮ Lowest-rank solutions of continuous and discrete Lyapunov equations over symmetric cone ⋮ Retracing the residual curve of a Lyapunov equation solver ⋮ On optimality of approximate low rank solutions of large-scale matrix equations ⋮ Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations ⋮ On the convergence of Krylov methods with low-rank truncations ⋮ Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations ⋮ Combined error estimates for local fluctuations of SPDEs ⋮ Unnamed Item ⋮ On the singular values of matrices with high displacement rank ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ Balanced truncation model order reduction in limited time intervals for large systems ⋮ An iterative SVD-Krylov based method for model reduction of large-scale dynamical systems ⋮ ADI preconditioned Krylov methods for large Lyapunov matrix equations ⋮ An inverse‐free ADI algorithm for computing Lagrangian invariant subspaces ⋮ Approximation of low rank solutions for linear quadratic control of partial differential equations ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format ⋮ Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations ⋮ Approximate implicit subspace iteration with alternating directions for LTI system model reduction ⋮ Balanced truncation model reduction for semidiscretized Stokes equation ⋮ Algorithms for model reduction of large dynamical systems ⋮ Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts ⋮ Frequency-Limited Balanced Truncation with Low-Rank Approximations ⋮ Numerical Linear Algebra for Model Reduction in Control and Simulation ⋮ On minimal rank solutions to symmetric Lyapunov equations in Euclidean Jordan algebra ⋮ Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations ⋮ Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems ⋮ Low-rank-modified Galerkin methods for the Lyapunov equation ⋮ GPU acceleration of splitting schemes applied to differential matrix equations ⋮ Modified iterations for data-sparse solution of linear systems ⋮ Projection methods for large-scale T-Sylvester equations ⋮ Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method ⋮ Approximate residual-minimizing shift parameters for the low-rank ADI iteration ⋮ 2 Balancing-related model reduction methods ⋮ An Adaptive Way of Choosing Significant Snapshots for Proper Orthogonal Decomposition ⋮ Parallel algorithms for model reduction of discrete-time systems ⋮ Some iterative approaches for Sylvester tensor equations. II: A tensor format of simpler variant of GCRO-based methods ⋮ Balanced truncation model order reduction in limited frequency and time intervals for discrete-time commensurate fractional-order systems ⋮ Balanced truncation model reduction for linear time-varying systems ⋮ Convergence of a Low-Rank Lie--Trotter Splitting for Stiff Matrix Differential Equations ⋮ Bounds on the Singular Values of Matrices with Displacement Structure ⋮ On the ADI method for Sylvester equations ⋮ Fast Singular Value Decay for Lyapunov Solutions with Nonnormal Coefficients ⋮ Balanced Truncation for Parametric Linear Systems Using Interpolation of Gramians: A Comparison of Algebraic and Geometric Approaches ⋮ Matrix Equations, Sparse Solvers: M-M.E.S.S.-2.0.1—Philosophy, Features, and Application for (Parametric) Model Order Reduction ⋮ Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey ⋮ Near-optimal frequency-weighted interpolatory model reduction ⋮ On the decay rate of Hankel singular values and related issues
This page was built for publication: Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case