Generalized Alternating Direction Implicit Method for Projected Generalized Lyapunov Equations

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Alternating Direction Implicit Method for Modeling of Fluid Flow

This research includes of the numerical modeling of fluids in two-dimensional cavity. The cavity flow is an important theoretical problem. In this research, modeling was carried out based on an alternating direction implicit via Vorticity-Stream function formulation. It evaluates different Reynolds numbers and grid sizes. Therefore, for the flow field analysis and prove of the ability of the sc...

متن کامل

Low-rank Iterative Methods for Projected Generalized Lyapunov Equations

LOW-RANK ITERATIVE METHODS FOR PROJECTED GENERALIZED LYAPUNOV EQUATIONS TATJANA STYKEL Abstract. We generalize an alternating direction implicit method and the Smith method for large-scale projected generalized Lyapunov equations. Such equations arise in model reduction of descriptor systems. Low-rank versions of these methods are also presented, which can be used to compute low-rank approximat...

متن کامل

A Parameter Free Iterative Method for Solving Projected Generalized Lyapunov Equations

This paper is devoted to the numerical solution of projected generalized continuous-time Lyapunov equations with low-rank right-hand sides. Such equations arise in stability analysis and control problems for descriptor systems including model reduction based on balanced truncation. A parameter free iterative method is proposed. This method is based upon a combination of an approximate power met...

متن کامل

Generalized Symmetric Alternating Direction Method for Separable Convex Programming

The Alternating Direction Method of Multipliers (ADMM) has been proved to be effective for solving separable convex optimization subject to linear constraints. In this paper, we propose a Generalized Symmetric ADMM (GS-ADMM), which updates the Lagrange multiplier twice with suitable stepsizes, to solve the multi-block separable convex programming. This GS-ADMM partitions the data into two group...

متن کامل

A Multi-Grid Method for Generalized Lyapunov Equations

We present a multi-grid method for a class of structured generalized Lya-punov matrix equations. Such equations need to be solved in each step of the Newton method for algebraic Riccati equations, which arise from linear-quadratic optimal control problems governed by partial diierential equations. We prove the rate of convergence of the two-grid method to be bounded independent of the dimension...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: PAMM

سال: 2004

ISSN: 1617-7061,1617-7061

DOI: 10.1002/pamm.200410324