A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations

DOI10.1016/j.laa.2011.07.021zbMath1260.65040OpenAlexW2039512556MaRDI QIDQ413528

Miloud Sadkane

Publication date: 7 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.laa.2011.07.021

zbMATH Keywords

algorithmnumerical exampleslow-rank approximationfull orthogonalization methodalternating direction implicit (ADI) iterationblock-Arnoldi methodlarge-scale discrete-time Lyapunov matrix equationsquared Smith method

Mathematics Subject Classification ID

Related Items (16)

New explicit iteration algorithms for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ Computational Methods for Linear Matrix Equations ⋮ Large-scale Stein and Lyapunov equations, Smith method, and applications ⋮ Computing real low-rank solutions of Sylvester equations by the factored ADI method ⋮ On estimating the separation between \((A, B)\) and \((C, D)\) associated with the generalized Sylvester equation \(A X D - B X C = E\) ⋮ A multi-step Smith-inner-outer iteration algorithm for solving coupled continuous Markovian jump Lyapunov matrix equations ⋮ On the squared Smith method for large-scale Stein equations ⋮ New results of the IO iteration algorithm for solving Sylvester matrix equation ⋮ Balanced truncation for discrete time-delay systems via the interpretation of system energy ⋮ Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ On relaxed acceleration of the ADI iteration ⋮ Factorized squared Smith method for large-scale Stein equations with high-rank terms ⋮ On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations ⋮ A relaxed MSIO iteration algorithm for solving coupled discrete Markovian jump Lyapunov equations ⋮ Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems ⋮ Balanced truncation model order reduction in limited frequency and time intervals for discrete-time commensurate fractional-order systems

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