Krylov Subspace Methods for Solving Large Lyapunov Equations
From MaRDI portal
Publication:4294766
DOI10.1137/0731012zbMath0798.65060OpenAlexW2036191408MaRDI QIDQ4294766
E. M. Kasenally, Imad M. Jaimoukha
Publication date: 18 May 1994
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0731012
Krylov subspace methodcontinuous-timecontinuous time algebraic Riccati equationsdiscrete time Lyapunov equationslarge-scale Lyapunov equationslow rank solutions
Related Items
On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations, A global rational Arnoldi method for model reduction, Iterative methods for the delay Lyapunov equation with T-Sylvester preconditioning, A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations, New Algorithms for Computing the Real Structured Pseudospectral Abscissa and the Real Stability Radius of Large and Sparse Matrices, Low rank methods for a class of generalized Lyapunov equations and related issues, Reduced basis approximation of large scale parametric algebraic Riccati equations, From Low-Rank Approximation to a Rational Krylov Subspace Method for the Lyapunov Equation, A Computational Method for Symmetric Stein Matrix Equations, Computational Methods for Linear Matrix Equations, Model order reduction for linear and nonlinear systems: a system-theoretic perspective, Matrix Krylov subspace methods for large scale model reduction problems, Model Order Reduction for Differential-Algebraic Equations: A Survey, Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic, Large-scale Stein and Lyapunov equations, Smith method, and applications, Balanced truncation-rational Krylov methods for model reduction in large scale dynamical systems, An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem, Numerical solution of the Lyapunov equation by approximate power iteration, Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations, Control design for large-scale Lur'e systems with arbitrary information structure constraints, A tensor format for the generalized Hessenberg method for solving Sylvester tensor equations, Computationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equations, An invariant subspace method for large-scale algebraic Riccati equation, Extended Arnoldi methods for large low-rank Sylvester matrix equations, Arnoldi-Riccati method for large eigenvalue problems, A new projection method for solving large Sylvester equations, An extended block Golub-Kahan algorithm for large algebraic and differential matrix Riccati equations, A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations, Adaptive rational interpolation: Arnoldi and Lanczos-like equations, New results of the IO iteration algorithm for solving Sylvester matrix equation, A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, A posteriori error bounds for discrete balanced truncation, A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations, A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line, Convergence analysis of the extended Krylov subspace method for the Lyapunov equation, On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations, On Hessenberg type methods for low-rank Lyapunov matrix equations, Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory, Inexact methods for the low rank solution to large scale Lyapunov equations, Optimal non-linear dimension reduction scheme for classical molecular dynamics, Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis, Krylov subspace methods for projected Lyapunov equations, Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations, Lowest-rank solutions of continuous and discrete Lyapunov equations over symmetric cone, Retracing the residual curve of a Lyapunov equation solver, On optimality of approximate low rank solutions of large-scale matrix equations, Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations, Minimal residual methods augmented with eigenvectors for solving Sylvester equations and generalized Sylvester equations, A POD projection method for large-scale algebraic Riccati equations, Computational hydrodynamic stability and flow control based on spectral analysis of linear operators, The block Hessenberg process for matrix equations, Solution of Lyapunov and Riccati equations in a multiprocessor environment, Numerical solutions to large-scale differential Lyapunov matrix equations, Using spectral discretisation for the optimalℋ2design of time-delay systems, A note on the Davison-Man method for Sylvester matrix equations, Stability analysis of large‐scale dynamical systems by sub‐Gramian approach, An iterative SVD-Krylov based method for model reduction of large-scale dynamical systems, ADI preconditioned Krylov methods for large Lyapunov matrix equations, An adaptive block tangential method for multi-input multi-output dynamical systems, Use of near-breakdowns in the block Arnoldi method for solving large Sylvester equations, Model reduction of homogeneous-in-the-state bilinear systems with input constraints, Convex constrained optimization for large-scale generalized Sylvester equations, Efficient model reduction of large scale systems using Krylov-subspace iterative methods, Stabilisation of large-scale nonlinear systems by modifying the interconnection network, An iterative method for solving the generalized coupled Sylvester matrix equations over generalized bisymmetric matrices, A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation, An implicit preconditioning strategy for large-scale generalized Sylvester equations, A note on the iterative solutions of general coupled matrix equation, An Arnoldi based algorithm for large algebraic Riccati equations, Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems, Approximate implicit subspace iteration with alternating directions for LTI system model reduction, Algorithms for model reduction of large dynamical systems, Projection methods for large Lyapunov matrix equations, A periodic Krylov-Schur algorithm for large matrix products, When is the discretization of a spatially distributed system good enough for control?, Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations, Frequency-Limited Balanced Truncation with Low-Rank Approximations, Dimensionally reduced Krylov subspace model reduction for large scale systems, Numerical Linear Algebra for Model Reduction in Control and Simulation, The ADI iteration for Lyapunov equations implicitly performsH2pseudo-optimal model order reduction, Frequency- and time-limited balanced truncation for large-scale second-order systems, Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems, The \(\{P,Q,k+1\}\)-reflexive solution of matrix equation \(AXB=C\), Transient response analysis of randomly parametrized finite element systems based on approximate balanced reduction, A tangential method for the balanced truncation in model reduction, A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems, Projection methods for large-scale T-Sylvester equations, Extension of the Barzilai–Borwein Method for Quadratic Forms in Finite Euclidean Spaces, Stabilization of Incompressible Flow Problems by Riccati-based Feedback, Weighted and deflated global GMRES algorithms for solving large Sylvester matrix equations, Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case, Solution of underdetermined Sylvester equations in sensor array signal processing, Convergence properties of block GMRES and matrix polynomials, On the numerical solution of \(AX-XB=C\), Dynamic graphs and continuous Boolean networks. II: Large-scale organic structures, A tangential block Lanczos method for model reduction of large-scale first and second order dynamical systems, Developing Kaczmarz method for solving Sylvester matrix equations, Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey, Near-optimal frequency-weighted interpolatory model reduction, On the decay rate of Hankel singular values and related issues, The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients, Two‐sided Krylov enhanced proper orthogonal decomposition methods for partial differential equations with variable coefficients, A preconditioned block Arnoldi method for large Sylvester matrix equations, Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control, Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations, Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control, Solving Parameter-Dependent Lyapunov Equations Using the Reduced Basis Method with Application to Parametric Model Order Reduction