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

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