Low rank approximation solution of a class of generalized Lyapunov equation

DOI10.4208/JCM.1601-M2015-0388MaRDI QIDQ5276750zbMATH OpenOpenAlexFDO

Authors Zhuling Jiang, Xuefeng Duan, Anping Liao

Publication date 14 July 2017

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/7fd14e10540e76aade305f8a8af7fb1ddd3fe32e

zbMATH Keywords

bilinear model reductionexact line searchgeneralized Lyapunov equationlow rank approximation solutionnonlinear conjugate gradient methodnumerical examplesnumerical methodunconstrained optimization problem

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Recommendations

• Low rank methods for a class of generalized Lyapunov equations and related issues
• Efficient low-rank solution of generalized Lyapunov equations
• Low Rank Solution of Lyapunov Equations
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• Low-Rank Solution of Lyapunov Equations

Cited in

(9)

• A new approximation algorithm for solving generalized Lyapunov matrix equations
• High order approximations of the operator Lyapunov equation have low rank
• Dynamical low-rank approximation to the solution of parabolic differential equations
• Low rank methods for a class of generalized Lyapunov equations and related issues
• A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
• Efficient low-rank solution of generalized Lyapunov equations
• On the low-rank approximation arising in the generalized Karhunen-Loeve transform
• On Hessenberg type methods for low-rank Lyapunov matrix equations
• Low-rank iterative methods for projected generalized Lyapunov equations

This page was built for publication: Low rank approximation solution of a class of generalized Lyapunov equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5276750)