A Parameter Free Iterative Method for Solving Projected Generalized Lyapunov Equations
نویسندگان
چکیده
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 method and a generalized ADI method. Numerical experiments presented in this paper show the effectiveness of the proposed method.
منابع مشابه
Low-rank Iterative Methods for Projected Generalized Lyapunov Equations
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تاریخ انتشار 2012