Numerical solution of the Lyapunov equation by approximate power iteration

DOI10.1016/0024-3795(94)00155-3zbMath0848.65033OpenAlexW2035387301MaRDI QIDQ1911433

A. Scottedward Hodel, Bruce Tenison, Kameshwar R. Poolla

Publication date: 7 October 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(94)00155-3

zbMATH Keywords

Lyapunov equationdominant invariant subspacepower iteration algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24)

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Uses Software

• Algorithm 432

Cites Work

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• Solution of Lyapunov equations by alternating direction implicit iteration
• Iterative solution of the Lyapunov matrix equation
• SOR for \(AX-XB=C\)
• Krylov-subspace methods for the Sylvester equation
• A generalized ADI iterative method
• Controller reduction: concepts and approaches
• The Software Scene in the Extraction of Eigenvalues from Sparse Matrices
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Data-flow algorithms for parallel matrix computation
• The Sensitivity of the Stable Lyapunov Equation
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• Alternating Direction Implicit Iteration for Systems with Complex Spectra
• Parallel Solution of Large Lyapunov Equations
• A Schur method for balanced-truncation model reduction
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• Least-Squares Approximate Solution of Overdetermined Sylvester Equations
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Explicit Solutions of Linear Matrix Equations

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