Inexact methods for the low rank solution to large scale Lyapunov equations
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Publication:2216489
DOI10.1007/S10543-020-00813-4zbMath1455.65050arXiv1809.06903OpenAlexW3036779051MaRDI QIDQ2216489
Melina A. Freitag, Patrick Kürschner
Publication date: 16 December 2020
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.06903
Lyapunov equationalternating direction implicit methodlow-rank approximationsrational Krylov subspaces method
Matrix equations and identities (15A24) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical methods for matrix equations (65F45)
Related Items (12)
An efficient, memory-saving approach for the Loewner framework ⋮ A Note on Inexact Inner Products in GMRES ⋮ On an integrated Krylov-ADI solver for large-scale Lyapunov equations ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ Inexact rational Krylov Subspace methods for approximating the action of functions of matrices ⋮ Preconditioned Chebyshev BiCG method for parameterized linear systems ⋮ Relative error-based time-limited \(\mathcal{H}_2\) model order reduction via oblique projection ⋮ Inexact Arnoldi residual estimates and decay properties for functions of non-Hermitian matrices ⋮ Matrix equation techniques for certain evolutionary partial differential equations ⋮ Functions of rational Krylov space matrices and their decay properties ⋮ Inexact linear solves in the low-rank alternating direction implicit iteration for large Sylvester equations ⋮ High order approximations of the operator Lyapunov equation have low rank
Uses Software
Cites Work
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