Low-Rank Solution of Lyapunov Equations (Q4652268)
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scientific article; zbMATH DE number 2138681
| Language | Label | Description | Also known as |
|---|---|---|---|
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| English | Low-Rank Solution of Lyapunov Equations |
scientific article; zbMATH DE number 2138681 |
Statements
Low-Rank Solution of Lyapunov Equations (English)
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25 February 2005
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Lyapunov equation
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implicit iteration
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low-rank approximation
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invariant subspace
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iterative methods
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Cholesky factor-alternating direction implicit algorithm
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rational Krylov subspaces
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linear, time-invariant systems
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numerical results
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0.9975311756134032
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0.9558295011520386
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0.9558295011520386
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0.8732576370239258
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0.8638607859611511
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