A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations

DOI10.1002/NLA.1919zbMath1340.65077OpenAlexW1895683009MaRDI QIDQ2948076

Martin Plešinger, Christine Tobler, Daniel Kressner

Publication date: 29 September 2015

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.1919

zbMATH Keywords

numerical examplespreconditioningmodel reductionLyapunov matrix equationKrylov subspace methodconjugate gradientADI preconditionersign function preconditionertensors in Tucker format

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (15)

Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations ⋮ On the solutions of a class of tensor equations ⋮ Truncated low‐rank methods for solving general linear matrix equations ⋮ TLS formulation and core reduction for problems with structured right-hand sides ⋮ Optimization-based Parametric Model Order Reduction via ${{\mathcal{H}_2} \otimes {\mathcal{L}_2}}$ First-order Necessary Conditions ⋮ A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations ⋮ Iterative optimal solutions of linear matrix equations for hyperspectral and multispectral image fusing ⋮ Numerical solution of a class of third order tensor linear equations ⋮ Stein-based preconditioners for weak-constraint 4D-var ⋮ On the convergence of Krylov methods with low-rank truncations ⋮ Preconditioned Low-rank Riemannian Optimization for Linear Systems with Tensor Product Structure ⋮ Reduced Basis Methods: From Low-Rank Matrices to Low-Rank Tensors ⋮ Isogeometric Preconditioners Based on Fast Solvers for the Sylvester Equation ⋮ Balanced Truncation for Parametric Linear Systems Using Interpolation of Gramians: A Comparison of Algebraic and Geometric Approaches ⋮ Solving Parameter-Dependent Lyapunov Equations Using the Reduced Basis Method with Application to Parametric Model Order Reduction

Uses Software

• LYAPACK
• Unnamed Item

Cites Work

• Unnamed Item
• Tensor Decompositions and Applications
• Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
• A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
• On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
• Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic
• On the ADI method for Sylvester equations
• Solving stable generalized Lyapunov equations with the matrix sign function
• Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
• Global FOM and GMRES algorithms for matrix equations
• On error estimation in the conjugate gradient method and why it works in finite precision computations
• A new scheme for the tensor representation
• A Structure Preserving FGMRES Method for Solving Large Lyapunov Equations
• A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations
• Krylov Subspace Methods for Linear Systems with Tensor Product Structure
• Hierarchical Singular Value Decomposition of Tensors
• A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations
• Fast algorithms for hierarchically semiseparable matrices
• Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
• Interpolatory Projection Methods for Parameterized Model Reduction
• Low-Rank Tensor Krylov Subspace Methods for Parametrized Linear Systems
• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
• Convergence Analysis of Projection Methods for the Numerical Solution of Large Lyapunov Equations
• Hierarchische Matrizen
• Optimum Alternating-Direction-Implicit Iteration Parameters for a Model Problem
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations
• A Multilinear Singular Value Decomposition
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• Low-Rank Solution of Lyapunov Equations
• A projection method to solve linear systems in tensor format
• Parameter preserving model order reduction for MEMS applications
• Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
• Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
• Approximation of 1/x by exponential sums in [1, ∞)
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

This page was built for publication: A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations