On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers

DOI10.1016/j.laa.2015.04.006zbMath1320.65110OpenAlexW2036605062WikidataQ115214670 ScholiaQ115214670MaRDI QIDQ2348933

Jens Saak, Norman Lang, Hermann Mena

Publication date: 16 June 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2015.04.006

zbMATH Keywords

Riccati equationsLyapunov equationsmatrix differential equationslarge-scalelow-rank

Mathematics Subject Classification ID

Factorization of matrices (15A23) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Large-scale systems (93A15)

Related Items (25)

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Uses Software

• LAPACK
• RODAS
• CAREX
• LYAPACK

Cites Work

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