Approximate solution of large sparse Lyapunov equations

DOI10.1109/9.284905MaRDI QIDQ4307447zbMATH OpenOpenAlexFDO

Authors Thorkell Gudmundsson, Alan J. Laub

Publication date 28 September 1994

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.284905

zbMATH Keywords

order reductionpower methoddominant eigenvalues and eigenvectors of the solution to a Lyapunov equation

Mathematics Subject Classification ID

Large-scale systems (93A15) Eigenvalue problems (93B60)

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Cited in

(15)

• Algorithms for model reduction of large dynamical systems
• Sparse solution of the Lyapunov equation for large-scale interconnected systems
• A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line
• Lowest-rank solutions of continuous and discrete Lyapunov equations over symmetric cone
• scientific article; zbMATH DE number 2222852 (Why is no real title available?)
• Gradient-based maximal convergence rate iterative method for solving linear matrix equations
• Tracking control for the nonlinear complex dynamical network assisted with outgoing links dynamics
• Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
• Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
• Efficient Solution of Linearly Coupled Lyapunov Equations
• Computational Methods for Linear Matrix Equations
• The solution to matrix equation \(AX+X^TC=B\)
• Approximate solution of the Lyapunov-Lichtenstein equation with the aid of the approximation-iteration method
• On the decay rate of Hankel singular values and related issues
• Approximate implicit subspace iteration with alternating directions for LTI system model reduction

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