An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems

نویسندگان

  • Amir Shahzad
  • Bryn Ll. Jones
  • Eric C. Kerrigan
  • George A. Constantinides
چکیده

Descriptor systems consisting of a large number of differential-algebraic equations (DAEs) usually arise from the discretization of partial differential-algebraic equations. This paper presents an efficient algorithm for solving the coupled Sylvester equation that arises in converting a system of linear DAEs to ordinary differential equations. A significant computational advantage is obtained by exploiting the structure of the involved matrices. The proposed algorithm removes the need to solve a standard Sylvester equation or to invert a matrix. The improved performance of this newmethod over existing techniques is demonstrated by comparing the number of floating-point operations and via numerical examples.

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عنوان ژورنال:
  • Automatica

دوره 47  شماره 

صفحات  -

تاریخ انتشار 2011