Trail to a Lyapunov equation solver

DOI10.1016/J.CAMWA.2007.04.048MaRDI QIDQ2425443zbMATHOpenAlexFDO

Authors 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)

Recommendations

• Low Rank Solution of Lyapunov Equations
• Publication:5751863
• Low-Rank Solution of Lyapunov Equations
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• scientific article; zbMATH DE number 440654

Cites work

• scientific article; zbMATH DE number 3857660 (Why is no real title available?)
• scientific article; zbMATH DE number 46811 (Why is no real title available?)
• scientific article; zbMATH DE number 3597793 (Why is no real title available?)
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• scientific article; zbMATH DE number 3304459 (Why is no real title available?)
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• A Hessenberg-Schur method for the problem AX + XB= C
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Alternating Direction Implicit Iteration for Systems with Complex Spectra
• Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
• Generalized ADI preconditioning
• Iterative solution of the Lyapunov matrix equation
• Low Rank Solution of Lyapunov Equations
• Matrix Equation $XA + BX = C$
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• On the Third and Fourth Zolotarev Problems in the Complex Plane
• Optimal Alternating Direction Implicit Parameters for Nonsymmetric Systems of Linear Equations
• Optimum Alternating-Direction-Implicit Iteration Parameters for a Model Problem
• Solution of Lyapunov equations by alternating direction implicit iteration
• The ADI minimax problem for complex spectra
• The Numerical Solution of Parabolic and Elliptic Differential Equations
• The Tchebychev iteration for nonsymmetric linear systems
• Two Purposes for Matrix Factorization: A Historical Appraisal
• ZOLOTAREV PROBLEMS CONNECTED WITH RATIONAL FUNCTIONS

Cited in

(14)

• scientific article; zbMATH DE number 440654 (Why is no real title available?)
• Bounds on the singular values of matrices with displacement structure
• Stabilization of a matrix via a low-rank-adaptive ODE
• Low Rank Solution of Lyapunov Equations
• On the ADI method for Sylvester equations
• Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
• Wasserstein Riemannian geometry of Gaussian densities
• Retracing the residual curve of a Lyapunov equation solver
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• Iterative solution of the Lyapunov matrix equation
• Lowest-rank solutions of continuous and discrete Lyapunov equations over symmetric cone
• Number of positive eigenvalues of the solution to the discrete Lyapunov matrix equation
• Low-Rank Solution of Lyapunov Equations
• Verified stability analysis using the Lyapunov matrix equation

Describes a project that uses

Uses Software

• Algorithm 432

This page was built for publication: Trail to a Lyapunov equation solver

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2425443)