Low-Rank Solution of Lyapunov Equations
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Publication:4652268
DOI10.1137/S0036144504443389zbMath1068.65053MaRDI QIDQ4652268
No author found.
Publication date: 25 February 2005
Published in: SIAM Review (Search for Journal in Brave)
numerical results; Lyapunov equation; invariant subspace; iterative methods; low-rank approximation; implicit iteration; rational Krylov subspaces; linear, time-invariant systems; Cholesky factor-alternating direction implicit algorithm
93C05: Linear systems in control theory
15A24: Matrix equations and identities
65F10: Iterative numerical methods for linear systems
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