Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations (Q3588943)

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scientific article; zbMATH DE number 5782707
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    Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
    scientific article; zbMATH DE number 5782707

      Statements

      Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations (English)
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      10 September 2010
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      generalized Lyapunov equations
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      Krylov subspace methods
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      ADI preconditioning
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      Gramians of bilinear systems
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      linear matrix equations
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      stochastic or bilinear control systems
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      direct method
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      Sherman-Morrison-Woodbury formula
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