Low-rank iterative methods for projected generalized Lyapunov equations

zbMATH Open1171.65385MaRDI QIDQ836760FDOQ836760

Authors: Tatjana Stykel 

Publication date: 8 September 2009

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/130665

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zbMATH Keywords

numerical exampleslow-rank approximationalternating direction implicit methodprojected generalized Lyapunov equationsSmith method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Matrix pencils (15A22) Matrix equations and identities (15A24)

Cited In (33)

• Model reduction of descriptor systems using frequency limited Gramians
• Developing CRS iterative methods for periodic Sylvester matrix equation
• Efficient techniques for solving the periodic projected Lyapunov equations and model reduction of periodic systems
• Model Reduction of Parametric Differential-Algebraic Systems by Balanced Truncation
• Efficient low-rank solution of generalized Lyapunov equations
• Structure preserving iterative methods for periodic projected Lyapunov equations and their application in model reduction of periodic descriptor systems
• A direct method for solving projected generalized continuous-time Sylvester equations
• Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
• Model Order Reduction for Differential-Algebraic Equations: A Survey
• 2 Balancing-related model reduction methods
• Sensitivity analysis of random linear differential-algebraic equations using system norms
• A finite iterative method for solving the general coupled discrete-time periodic matrix equations
• Data-Driven Balancing of Linear Dynamical Systems
• Low rank methods for a class of generalized Lyapunov equations and related issues
• Projection methods for large Lyapunov matrix equations
• Preconditioned Multishift BiCG for $\mathcal{H}_2$-Optimal Model Reduction
• Matrix form of Biconjugate Residual Algorithm to Solve the Discrete‐Time Periodic Sylvester Matrix Equations
• Low-rank iterative methods for periodic projected Lyapunov equations and their application in model reduction of periodic descriptor systems
• A survey of projection-based model reduction methods for parametric dynamical systems
• Krylov subspace methods for projected Lyapunov equations
• Balanced Truncation Model Reduction for 3D Linear Magneto-Quasistatic Field Problems
• Hankel-norm approximation of large-scale descriptor systems
• A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
• GRADIENT BASED ITERATIVE ALGORITHM TO SOLVE GENERAL COUPLED DISCRETE-TIME PERIODIC MATRIX EQUATIONS OVER GENERALIZED REFLEXIVE MATRICES
• Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
• Model Reduction of Large Scale Descriptor Systems Using Time Limited Gramians
• Stability analysis and model order reduction of coupled systems
• Discounted cost linear quadratic Gaussian control for descriptor systems
• A structure preserving FGMRES method for solving large Lyapunov equations
• A low-rank solution method for Riccati equations with indefinite quadratic terms
• Projection-based model reduction for time-varying descriptor systems: new results
• Factor gradient iterative algorithm for solving a class of discrete periodic Sylvester matrix equations
• Solving the general Sylvester discrete-time periodic matrix equations via the gradient based iterative method

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