Numerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded Data
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Publication:4553789
DOI10.1137/17M1156575zbMATH Open1416.65119arXiv1711.04187MaRDI QIDQ4553789FDOQ4553789
Authors: Davide Palitta, Valeria Simoncini 
Publication date: 31 October 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: The numerical solution of large-scale Lyapunov matrix equations with symmetric banded data has so far received little attention in the rich literature on Lyapunov equations. We aim to contribute to this open problem by introducing two efficient solution methods, which respectively address the cases of well conditioned and ill conditioned coefficient matrices. The proposed approaches conveniently exploit the possibly hidden structure of the solution matrix so as to deliver memory and computation saving approximate solutions. Numerical experiments are reported to illustrate the potential of the described methods.
Full work available at URL: https://arxiv.org/abs/1711.04187
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