ADI preconditioned Krylov methods for large Lyapunov matrix equations
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Publication:962079
DOI10.1016/J.LAA.2009.12.025zbMATH Open1189.65078OpenAlexW2008567148MaRDI QIDQ962079FDOQ962079
Authors: Khalide Jbilou 
Publication date: 6 April 2010
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2009.12.025
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convergencenumerical examplespreconditioningLyapunov matrix equationlow-rank approximationsStein matrix equationmatrix Krylov subspace methodADIglobal Arnoldi methodalternating direction implicit iteration method
Cites Work
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Cited In (35)
- A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations
- Iterative methods for the delay Lyapunov equation with T-Sylvester preconditioning
- A preconditioned block Arnoldi method for large Sylvester matrix equations
- A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations
- Toward solution of matrix equation \(X=Af(X)B+C\)
- A note on the iterative solutions of general coupled matrix equation
- Bi-parameter incremental unknowns ADI iterative methods for elliptic problems
- Modification on the convergence results of the Sylvester matrix equation \(AX+XB=C\)
- Towards Matrix-Free AD-Based Preconditioning of KKT Systems in PDE-Constrained Optimization
- Preconditioners based on the alternating-direction-implicit algorithm for the 2D steady-state diffusion equation with orthotropic heterogeneous coefficients
- Norm estimates for function Lyapunov equations and applications
- Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations
- ADI iteration for Lyapunov equations: A tangential approach and adaptive shift selection
- On Hessenberg type methods for low-rank Lyapunov matrix equations
- Balanced truncation-rational Krylov methods for model reduction in large scale dynamical systems
- Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis
- A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations.
- The ADI iteration for Lyapunov equations implicitly performs \(\mathcal{H}_2\) pseudo-optimal model order reduction
- Iterative methods for solving large sparse Lyapunov equations and application to model reduction of index 1 differential-algebraic-equations
- Computational Methods for Linear Matrix Equations
- On the squared Smith method for large-scale Stein equations
- Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
- Refinement methods for state estimation via Sylvester-observer equation
- Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations
- Numerical method based on fiber bundle for solving Lyapunov matrix equation
- Krylov subspace methods for projected Lyapunov equations
- From low-rank approximation to a rational Krylov subspace method for the Lyapunov equation
- Preconditioned global FOM and GMRES methods for solving Lyapunov matrix equations
- An iterative Chebyshev spectral solver for two-dimensional elliptic equations with variable coefficients
- Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
- Inexact methods for the low rank solution to large scale Lyapunov equations
- Model order reduction for differential-algebraic equations: a survey
- Large-scale Stein and Lyapunov equations, Smith method, and applications
- A note on the Davison-Man method for Sylvester matrix equations
- The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients
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