Trail to a Lyapunov equation solver

DOI10.1016/J.CAMWA.2007.04.048zbMATH Open1139.65033OpenAlexW2077976504MaRDI QIDQ2425443FDOQ2425443

Eugene L. Wachspress

Publication date: 5 May 2008

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2007.04.048

zbMATH Keywords

algorithmLyapunov matrix equationmatrix decompositionLanczos algorithmlow rankSylvester matrix equationalternating direction implicit (ADI) iterative solution

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Cites Work

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• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• A Hessenberg-Schur method for the problem AX + XB= C
• Iterative solution of the Lyapunov matrix equation
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• Low Rank Solution of Lyapunov Equations
• Solution of Lyapunov equations by alternating direction implicit iteration
• Generalized ADI preconditioning
• Optimal Alternating Direction Implicit Parameters for Nonsymmetric Systems of Linear Equations
• Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
• Optimum Alternating-Direction-Implicit Iteration Parameters for a Model Problem
• ZOLOTAREV PROBLEMS CONNECTED WITH RATIONAL FUNCTIONS
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• The Tchebychev iteration for nonsymmetric linear systems
• Alternating Direction Implicit Iteration for Systems with Complex Spectra
• Matrix Equation $XA + BX = C$
• On the Third and Fourth Zolotarev Problems in the Complex Plane
• Two Purposes for Matrix Factorization: A Historical Appraisal
• The ADI minimax problem for complex spectra

Cited In (8)

• Low Rank Solution of Lyapunov Equations
• Wasserstein Riemannian geometry of Gaussian densities
• On the ADI method for Sylvester equations
• Bounds on the Singular Values of Matrices with Displacement Structure
• Title not available (Why is that?)
• Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
• Retracing the residual curve of a Lyapunov equation solver
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations

Uses Software

• Algorithm 432

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