Minimal residual methods for large scale Lyapunov equations

DOI10.1016/J.APNUM.2013.04.004MaRDI QIDQ465079zbMATHOpenAlexFDO

Authors Yiding Lin, Valeria Simoncini

Publication date 31 October 2014

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2013.04.004

zbMATH Keywords

preconditioningnumerical experimentsGalerkin methodlinear matrix equationsnormal equationconjugate gradient least squares methodlarge scale matrix Lyapunov equationsminimal residual method

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

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Cited in

(24)

• Order reduction methods for solving large-scale differential matrix Riccati equations
• On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations
• A minimal residual norm method for large-scale Sylvester matrix equations
• Low-rank-modified Galerkin methods for the Lyapunov equation
• Generalized conjugate direction algorithm for solving the general coupled matrix equations over symmetric matrices
• Computationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equations
• Convergence analysis of projection methods for the numerical solution of large Lyapunov equations
• Nonlinear least-squares approach for large-scale algebraic Riccati equations
• Residual Minimizing Model Interpolation for Parameterized Nonlinear Dynamical Systems
• Analysis of Krylov subspace approximation to large-scale differential Riccati equations
• Frequency-limited balanced truncation with low-rank approximations
• Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations
• Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations
• Computational Methods for Linear Matrix Equations
• scientific article; zbMATH DE number 3859528 (Why is no real title available?)
• Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
• LSMR iterative method for general coupled matrix equations
• Residual-based iterations for the generalized Lyapunov equation
• A minimum residual based gradient iterative method for a class of matrix equations
• Weighted and deflated global GMRES algorithms for solving large Sylvester matrix equations
• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
• Model order reduction for linear and nonlinear systems: a system-theoretic perspective
• New results of the IO iteration algorithm for solving Sylvester matrix equation
• Numerical solution of singular Sylvester equations

Describes a project that uses

Uses Software

• LSQR
• Matlab

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