Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation (Q3116389)

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Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation
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    Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation (English)
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    22 February 2012
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    rational Krylov subspace method
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    skeleton approximation
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    continuous time algebraic Lyapunov equation
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    convergence
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    alternating direction implicit (ADI) method
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