A structure preserving FGMRES method for solving large Lyapunov equations

DOI10.1007/978-3-642-25100-9_15MaRDI QIDQ2905415zbMATH OpenOpenAlexFDO

Authors Matthias Bollhöfer, André K. Eppler

Publication date 27 August 2012

Published in Mathematics in Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-25100-9_15

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for differential-algebraic equations (65L80) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Model reduction in optics and electromagnetic theory (78M34)

Recommendations

• Krylov Subspace Methods for Solving Large Lyapunov Equations
• Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations
• Projection methods for large Lyapunov matrix equations
• Efficient low-rank solution of generalized Lyapunov equations
• Truncated low-rank methods for solving general linear matrix equations.

Cites work

• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• A Flexible Inner-Outer Preconditioned GMRES Algorithm
• Iterative solution of the Lyapunov matrix equation
• Low Rank Solution of Lyapunov Equations
• Low-rank iterative methods for projected generalized Lyapunov equations
• Multilevel Preconditioners Constructed From Inverse-Based ILUs
• Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
• Positive real and bounded real balancing for model reduction of descriptor systems

Cited in

(6)

• A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations.
• Model order reduction for linear and nonlinear systems: a system-theoretic perspective
• Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations
• Computational Methods for Linear Matrix Equations
• Low rank methods for a class of generalized Lyapunov equations and related issues
• Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

This page was built for publication: A structure preserving FGMRES method for solving large Lyapunov equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2905415)