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Krylov subspace methods for projected Lyapunov equations

Please always quote using this URN:urn:nbn:de:0296-matheon-7254
  • We consider the numerical solution of projected Lyapunov equations using Krylov subspace iterative methods. Such equations play a fundamental role in balanced truncation model reduction of descriptor systems. We present generalizations of the extended block and global Arnoldi methods to projected Lyapunov equations and compare these methods with the alternating direction implicit method with respect to performance on different examples. A deflation strategy is also proposed to overcome possible breakdown in the recurrence.

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Metadaten
Author:Tatjana Stykel, Valeria Simoncini
URN:urn:nbn:de:0296-matheon-7254
Referee:Volker Mehrmann
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2010/12/10
Release Date:2010/12/10
Institute:Technische Universität Berlin
Preprint Number:735
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