Low-Rank Solution of Lyapunov Equations

DOI10.1137/S0036144504443389zbMath1068.65053MaRDI QIDQ4652268

No author found.

Publication date: 25 February 2005

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036144504443389

zbMATH Keywords

numerical results; Lyapunov equation; invariant subspace; iterative methods; low-rank approximation; implicit iteration; rational Krylov subspaces; linear, time-invariant systems; Cholesky factor-alternating direction implicit algorithm

Mathematics Subject Classification ID

93C05: Linear systems in control theory

15A24: Matrix equations and identities

65F10: Iterative numerical methods for linear systems

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