Low Rank Approximation Solution of a Class of Generalized Lyapunov Equation
نویسندگان
چکیده
Xuefeng Duan College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, P.R. China Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin University of Electronic Technology, Guilin 541004, P.R. China Email: [email protected] Zhuling Jiang College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, P.R. China Email: [email protected] Anping Liao College of Mathematics and Econometrics, Hunan University, Changsha 410082, P.R. China Email: [email protected]
منابع مشابه
Efficient low-rank solution of generalized Lyapunov equations
An iterative method for the low-rank approximate solution of a class of generalized Lyapunov equations is studied. At each iteration, a standard Lyapunov is solved using Galerkin projection with an extended Krylov subspace method. This Lyapunov equation is solved inexactly, thus producing a nonstationary iteration. Several theoretical and computational issues are discussed so as to make the ite...
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