Large-scale Stein and Lyapunov equations, Smith method, and applications
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Publication:2391820
DOI10.1007/S11075-012-9650-2zbMATH Open1271.65079OpenAlexW2094517106MaRDI QIDQ2391820FDOQ2391820
Authors: Tiexiang Li, Peter Chang-Yi Weng, Eric King-wah Chu, Wen-Wei Lin 
Publication date: 5 August 2013
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-012-9650-2
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- scientific article; zbMATH DE number 4105954
computational complexitynumerical resultsalgorithmcondition numberKrylov subspace methodLyapunov equationStein equationalgebraic Riccati equationsCayley transformSmith method
Complexity and performance of numerical algorithms (65Y20) Iterative numerical methods for linear systems (65F10) Matrix equations and identities (15A24)
Cites Work
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- A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
- Matrix Equation $XA + BX = C$
- A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations
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Cited In (22)
- A quadratic bilinear equation arising from the quadratic dynamical system
- Local-global model reduction of parameter-dependent, single-phase flow models via balanced truncation
- A NEW VERSION OF THE SMITH METHOD FOR SOLVING SYLVESTER EQUATION AND DISCRETE-TIME SYLVESTER EQUATION
- On relaxed acceleration of the ADI iteration
- Title not available (Why is that?)
- On Smith-type iterative algorithms for the Stein matrix equation
- Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
- Factorized squared Smith method for large-scale Stein equations with high-rank terms
- On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
- Matrix Equations, Sparse Solvers: M-M.E.S.S.-2.0.1—Philosophy, Features, and Application for (Parametric) Model Order Reduction
- Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis
- Balanced Truncation Based on Generalized Multiscale Finite Element Method for the Parameter-Dependent Elliptic Problem
- Computational Methods for Linear Matrix Equations
- On the squared Smith method for large-scale Stein equations
- Balanced truncation for discrete time-delay systems via the interpretation of system energy
- Computing real low-rank solutions of Sylvester equations by the factored ADI method
- A modified low-rank Smith method for large-scale Lyapunov equations
- Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
- Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
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