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.
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 |