Krylov subspace methods for projected Lyapunov equations (Q654118)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5991174
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Krylov subspace methods for projected Lyapunov equations |
scientific article; zbMATH DE number 5991174 |
Statements
Krylov subspace methods for projected Lyapunov equations (English)
0 references
21 December 2011
0 references
The authors propose methods based on the extended block and global Arnoldi processes combined with the extended Krylov subspace approach and the alternating direction implicit (ADI) iteration for solving projected Lyapunov equations. Additionally, a deflation procedure is proposed to overcome possible breakdown in the recurrence. Finally, the effectiveness of the proposed method is demonstrated by solving several problems of distinct structure and numerical results are presented along with comparative results, using MATLAB.
0 references
projected Lyapunov equation
0 references
Krylov subspace method
0 references
Arnoldi process
0 references
alternating direction implicit method
0 references
deflation
0 references
numerical results
0 references
0 references
0 references
0 references
0 references
0.8762598037719727
0 references
0.8587069511413574
0 references
0.8418160080909729
0 references
0.8317303657531738
0 references
