Efficient low-rank solution of generalized Lyapunov equations

DOI10.1007/s00211-015-0777-7zbMath1348.65078OpenAlexW2255739630MaRDI QIDQ315712

Daniel B. Szyld, Valeria Simoncini, Stephen D. Shank

Publication date: 22 September 2016

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-015-0777-7

zbMATH Keywords

numerical experimentsiterative methodLyapunov matrix equationKrylov subspace methodGalerkin projectionlow-rank approximate solution

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

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• Newton's method for a rational matrix equation occurring in stochastic control

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