A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
نویسنده
چکیده
In this paper we propose a new projection method to solve large-scale continuous-time Lyapunov matrix equations. The new method projects the problem onto a much smaller approximation space, generated as a combination of Krylov subspaces in A and A. The reduced problem is then solved by means of a direct Lyapunov scheme based on matrix factorizations. The reported numerical results show the competitiveness of the new method, compared to a state-of-the-art approach based on the factorized Alternating Direction Implicit (ADI) iteration.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 29 شماره
صفحات -
تاریخ انتشار 2007