Convergence analysis of the extended Krylov subspace method for the Lyapunov equation

DOI10.1007/s00211-011-0366-3zbMath1230.65055OpenAlexW1988221840MaRDI QIDQ634615

Valeria Simoncini, Leonid Knizhnerman

Publication date: 16 August 2011

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-011-0366-3

zbMATH Keywords

convergencenumerical resultsiterative methodextended Krylov subspaceGalerkin-type methodlarge scale Lyapunov matrix equation

Mathematics Subject Classification ID

Related Items (22)

Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method ⋮ Efficient low-rank solution of generalized Lyapunov equations ⋮ Computational Methods for Linear Matrix Equations ⋮ Model Order Reduction for Differential-Algebraic Equations: A Survey ⋮ Numerical solution of singular Sylvester equations ⋮ Numerical solutions of the time‐dependent Schrödinger equation with position‐dependent effective mass ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ Unnamed Item ⋮ Superlinear convergence of the rational Arnoldi method for the approximation of matrix functions ⋮ Krylov subspace methods for projected Lyapunov equations ⋮ Retracing the residual curve of a Lyapunov equation solver ⋮ Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations ⋮ Short recurrences for computing extended Krylov bases for Hermitian and unitary matrices ⋮ An extended nonsymmetric block Lanczos method for model reduction in large scale dynamical systems ⋮ Approximation of functions of large matrices with Kronecker structure ⋮ On some properties of the extended block and global Arnoldi methods with applications to model reduction ⋮ Extended and rational Hessenberg methods for the evaluation of matrix functions ⋮ Extended Krylov subspace for parameter dependent systems ⋮ Matrix equation techniques for certain evolutionary partial differential equations ⋮ Functions of rational Krylov space matrices and their decay properties ⋮ Fast Solvers for Two-Dimensional Fractional Diffusion Equations Using Rank Structured Matrices ⋮ The extended symmetric block Lanczos method for matrix-valued Gauss-type quadrature rules

Uses Software

• Algorithm 882

Cites Work

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• Approximation of Large-Scale Dynamical Systems

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