Low Rank Solution of Lyapunov Equations
From MaRDI portal
Publication:4785771
DOI10.1137/S0895479801384937zbMath1016.65024OpenAlexW2001773339MaRDI QIDQ4785771
No author found.
Publication date: 5 January 2003
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479801384937
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (only showing first 100 items - show all)
The iterative algorithm for solving a class of generalized coupled Sylvester-transpose equations over centrosymmetric or anti-centrosymmetric matrix ⋮ Data-Driven Balancing of Linear Dynamical Systems ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ On frequency- and time-limited \(\mathcal{H}_2\)-optimal model order reduction ⋮ On a family of low-rank algorithms for large-scale algebraic Riccati equations ⋮ On relaxed acceleration of the ADI iteration ⋮ Relative error-based time-limited \(\mathcal{H}_2\) model order reduction via oblique projection ⋮ Data-Driven and Low-Rank Implementations of Balanced Singular Perturbation Approximation ⋮ Parallelization of the Rational Arnoldi Algorithm ⋮ A preconditioned block Arnoldi method for large Sylvester matrix equations ⋮ Stability analysis and model order reduction of coupled systems ⋮ Balancing based model reduction for structured index-2 unstable descriptor systems with application to flow control ⋮ Approximate residual-minimizing shift parameters for the low-rank ADI iteration ⋮ Balanced Truncation for Model Order Reduction of Linear Dynamical Systems with Quadratic Outputs ⋮ Riccati-based Boundary Feedback Stabilization of Incompressible Navier--Stokes Flows ⋮ Solving Parameter-Dependent Lyapunov Equations Using the Reduced Basis Method with Application to Parametric Model Order Reduction ⋮ Frequency-weighted ℋ2-optimal model order reduction via oblique projection ⋮ Computing with Functions in Spherical and Polar Geometries II. The Disk ⋮ A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations ⋮ An -embedding model-order reduction approach for differential-algebraic equation systems ⋮ Construction of energy-stable projection-based reduced order models ⋮ Challenges in Model Order Reduction for Industrial Problems ⋮ Low rank methods for a class of generalized Lyapunov equations and related issues ⋮ A Structure Preserving FGMRES Method for Solving Large Lyapunov Equations ⋮ ADI iteration for Lyapunov equations: A tangential approach and adaptive shift selection ⋮ From Low-Rank Approximation to a Rational Krylov Subspace Method for the Lyapunov Equation ⋮ The modified conjugate gradient methods for solving a class of generalized coupled Sylvester-transpose matrix equations ⋮ A modified matrix sign function method for projected Lyapunov equations ⋮ Computational Methods for Linear Matrix Equations ⋮ Model order reduction for linear and nonlinear systems: a system-theoretic perspective ⋮ Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix ⋮ Model Order Reduction for Differential-Algebraic Equations: A Survey ⋮ Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic ⋮ Accelerating large partial EVD/SVD calculations by filtered block Davidson methods ⋮ A projection method and Kronecker product preconditioner for solving Sylvester tensor equations ⋮ Computing real low-rank solutions of Sylvester equations by the factored ADI method ⋮ Iterative method to solve the generalized coupled Sylvester-transpose linear matrix equations over reflexive or anti-reflexive matrix ⋮ An improved numerical method for balanced truncation for symmetric second-order systems ⋮ An invariant subspace method for large-scale algebraic Riccati equation ⋮ A new projection method for solving large Sylvester equations ⋮ Goal-oriented, model-constrained optimization for reduction of large-scale systems ⋮ The fast Slepian transform ⋮ Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory ⋮ A new subspace iteration method for the algebraic Riccati equation ⋮ Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method ⋮ On an integrated Krylov-ADI solver for large-scale Lyapunov equations ⋮ A low-rank solution method for Riccati equations with indefinite quadratic terms ⋮ On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces ⋮ A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations ⋮ Trail to a Lyapunov equation solver ⋮ Projection Based Model Reduction for Optimal Design of the Time-dependent Stokes System ⋮ A low-rank approach to the solution of weak constraint variational data assimilation problems ⋮ Model reduction via truncation: An interpolation point of view. ⋮ On Hessenberg type methods for low-rank Lyapunov matrix equations ⋮ H2optimal model order reduction by two-sided technique on Grassmann manifold via the cross-gramian of bilinear systems ⋮ Inexact methods for the low rank solution to large scale Lyapunov equations ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Low memory and low complexity iterative schemes for a nonsymmetric algebraic Riccati equation arising from transport theory ⋮ Krylov subspace methods for projected Lyapunov equations ⋮ Retracing the residual curve of a Lyapunov equation solver ⋮ Low-rank iterative methods for periodic projected Lyapunov equations and their application in model reduction of periodic descriptor systems ⋮ The accelerated gradient based iterative algorithm for solving a class of generalized Sylvester-transpose matrix equation ⋮ Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations ⋮ Combined error estimates for local fluctuations of SPDEs ⋮ The ADI method for bounded real and positive real Lur'e equations ⋮ RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations ⋮ Efficient balancing-based MOR for large-scale second-order systems ⋮ An iterative algorithm for generalized Hamiltonian solution of a class of generalized coupled Sylvester-conjugate matrix equations ⋮ Efficient techniques for solving the periodic projected Lyapunov equations and model reduction of periodic systems ⋮ Krylov projection framework for Fourier model reduction ⋮ An iterative SVD-Krylov based method for model reduction of large-scale dynamical systems ⋮ ADI preconditioned Krylov methods for large Lyapunov matrix equations ⋮ Use of near-breakdowns in the block Arnoldi method for solving large Sylvester equations ⋮ The scaling conjugate gradient iterative method for two types of linear matrix equations ⋮ A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation ⋮ Approximation of low rank solutions for linear quadratic control of partial differential equations ⋮ Structure-preserving model order reduction by general orthogonal polynomials for integral-differential systems ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format ⋮ Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations ⋮ Approximate implicit subspace iteration with alternating directions for LTI system model reduction ⋮ MST MEMS model order reduction: requirements and benchmarks ⋮ Hessian-based model reduction for large-scale systems with initial-condition inputs ⋮ Stability preservation in Galerkin-type projection-based model order reduction ⋮ Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations ⋮ Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts ⋮ Frequency-Limited Balanced Truncation with Low-Rank Approximations ⋮ Numerical Linear Algebra for Model Reduction in Control and Simulation ⋮ Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations ⋮ The ADI iteration for Lyapunov equations implicitly performsH2pseudo-optimal model order reduction ⋮ Frequency- and time-limited balanced truncation for large-scale second-order systems ⋮ A quadrature framework for solving Lyapunov and Sylvester equations ⋮ The matrix iterative methods for solving a class of generalized coupled Sylvester-conjugate linear matrix equations ⋮ On inexact Newton methods based on doubling iteration scheme for symmetric algebraic Riccati equations ⋮ Parallel Implementation of LQG Balanced Truncation for Large-Scale Systems ⋮ Transient response analysis of randomly parametrized finite element systems based on approximate balanced reduction ⋮ An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations ⋮ Analysis of an Iteration Method for the Algebraic Riccati Equation ⋮ Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method ⋮ 2 Balancing-related model reduction methods
This page was built for publication: Low Rank Solution of Lyapunov Equations