Efficient solution of large scale Lyapunov and Riccati equations arising in model order reduction problems
DOI10.1002/PAMM.200810085zbMATH Open1392.65109OpenAlexW2042295583MaRDI QIDQ4582072FDOQ4582072
Publication date: 23 August 2018
Published in: PAMM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/pamm.200810085
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Numerical optimization and variational techniques (65K10) Computational methods for sparse matrices (65F50) Numerical computation of solutions to systems of equations (65H10) Linear-quadratic optimal control problems (49N10) Feedback control (93B52) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Optimal feedback synthesis (49N35)
Cited In (7)
- Sparse solution of the Lyapunov equation for large-scale interconnected systems
- A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems
- Matrix equations and model reduction
- Efficient Solution of Linearly Coupled Lyapunov Equations
- Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations
- Solving Parameter-Dependent Lyapunov Equations Using the Reduced Basis Method with Application to Parametric Model Order Reduction
- Matrix equations, sparse solvers: \texttt{M-M.E.S.S.}-2.0.1 -- philosophy, features, and application for (parametric) model order reduction
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