Approximate solution of large sparse Lyapunov equations

DOI10.1109/9.284905zbMath0816.93041OpenAlexW2124956430MaRDI QIDQ4307447

Thorkell Gudmundsson, Alan J. Laub

Publication date: 28 September 1994

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.284905

zbMATH Keywords

power methodorder reductiondominant eigenvalues and eigenvectors of the solution to a Lyapunov equation

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Large-scale systems (93A15)

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Computational Methods for Linear Matrix Equations ⋮ Tracking control for the nonlinear complex dynamical network assisted with outgoing links dynamics ⋮ A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line ⋮ Lowest-rank solutions of continuous and discrete Lyapunov equations over symmetric cone ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Approximate implicit subspace iteration with alternating directions for LTI system model reduction ⋮ Algorithms for model reduction of large dynamical systems ⋮ The solution to matrix equation \(AX+X^TC=B\) ⋮ Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case ⋮ Gradient-based maximal convergence rate iterative method for solving linear matrix equations ⋮ On the decay rate of Hankel singular values and related issues

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