Projection methods for large Lyapunov matrix equations

DOI10.1016/j.laa.2004.11.004zbMath1094.65039OpenAlexW1980292186MaRDI QIDQ2491702

Khalide Jbilou, A. J. Riquet

Publication date: 29 May 2006

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

Full work available at URL: https://doi.org/10.1016/j.laa.2004.11.004

zbMATH Keywords

numerical experimentsmodel reductionKrylov subspace methodsglobal Arnoldi methodmatrix Riccati equationsHankel singular valueslow rank approximate solutionslarge Lyapunov matrix algebraic equations

Mathematics Subject Classification ID

Related Items (48)

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Uses Software

• Algorithm 432

Cites Work

• Unnamed Item
• Unnamed Item
• Solution of Lyapunov equations by alternating direction implicit iteration
• Stability by Liapunov's direct method. With applications
• Controllability, observability and the solution of AX-XB=C
• Krylov-subspace methods for the Sylvester equation
• Solving stable generalized Lyapunov equations with the matrix sign function
• Block-Arnoldi and Davidson methods for unsymmetric large eigenvalue problems
• Krylov space methods on state-space control models
• Global FOM and GMRES algorithms for matrix equations
• Matrix calculations for Liapunov quadratic forms
• Convergence properties of block GMRES and matrix polynomials
• A Hessenberg-Schur method for the problem AX + XB= C
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• A Characterization of All Solutions to the Four Block General Distance Problem
• The Sensitivity of the Matrix Exponential
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• Oblique Production Methods for Large Scale Model Reduction
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Resultants and the Solution of $AX - XB = - C$
• Block Krylov subspace methods for solving large Sylvester equations

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