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Low rank iterative methods for projected generalized Lyapunov equations

Please always quote using this URN:urn:nbn:de:0296-matheon-1916
  • We generalize an alternating direction implicit method and the Smith method for large-scale projected generalized Lyapunov equations. Such equations arise in model reduction for descriptor systems. Low rank versions of these methods are also presented, that can be used to compute low rank approximations to the solution of projected generalized Lyapunov equations with low rank symmetric, positive semidefinite right-hand side. Numerical examples are presented.

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Metadaten
Author:Tatjana Stykel
URN:urn:nbn:de:0296-matheon-1916
Referee:Volker Mehrmann
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2005/01/13
Release Date:2004/10/12
Institute:Technische Universität Berlin
Preprint Number:198
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