Numerical solutions to large-scale differential Lyapunov matrix equations

DOI10.1007/S11075-017-0458-YzbMath1416.65116arXiv1705.09362OpenAlexW2618150975MaRDI QIDQ1989933

Khalide Jbilou, M. Hached

Publication date: 29 October 2018

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.09362

zbMATH Keywords

low rankdifferential Lyapunov equationsextended block Krylov

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Related Items (9)

Global potential, topology, and pattern selection in a noisy stabilized Kuramoto–Sivashinsky equation ⋮ The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients ⋮ A Lanczos-like method for non-autonomous linear ordinary differential equations ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method ⋮ Numerical methods for differential linear matrix equations via Krylov subspace methods ⋮ Solution formulas for differential Sylvester and Lyapunov equations ⋮ Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations

Uses Software

• MATLAB expm
• Algorithm 432

Cites Work

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• Krylov-subspace methods for the Sylvester equation
• Matrix Riccati equations in control and systems theory
• Computational aspects of linear control
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• Low rank approximate solutions to large Sylvester matrix equations
• On generalized balanced realizations
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
• A New Scaling and Squaring Algorithm for the Matrix Exponential
• Linear time-variable systems: Balancing and model reduction
• A Hessenberg-Schur method for the problem AX + XB= C
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Efficient Solution of Parabolic Equations by Krylov Approximation Methods
• Synthesis of minimum roundoff noise fixed point digital filters
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
• Iterative Krylov Methods for Large Linear Systems
• The Scaling and Squaring Method for the Matrix Exponential Revisited
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Block Krylov subspace methods for solving large Sylvester equations

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