Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
Efficient numerical algorithms for the solution of large and sparse matrix Riccati and
Lyapunov equations based on the low rank alternating directions implicit (ADI) iteration have …
Lyapunov equations based on the low rank alternating directions implicit (ADI) iteration have …
Computational methods for linear matrix equations
V Simoncini - siam REVIEW, 2016 - SIAM
Given the square matrices A,B,D,E and the matrix C of conforming dimensions, we consider
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …
[HTML][HTML] On the ADI method for Sylvester equations
This paper is concerned with the numerical solution of large scale Sylvester equations AX−
XB= C, Lyapunov equations as a special case in particular included, with C having very …
XB= C, Lyapunov equations as a special case in particular included, with C having very …
On the singular values of matrices with displacement structure
B Beckermann, A Townsend - SIAM Journal on Matrix Analysis and …, 2017 - SIAM
Matrices with displacement structure such as Pick, Vandermonde, and Hankel matrices
appear in a diverse range of applications. In this paper, we use an extremal problem …
appear in a diverse range of applications. In this paper, we use an extremal problem …
Balanced truncation model order reduction in limited time intervals for large systems
P Kürschner - Advances in Computational Mathematics, 2018 - Springer
In this article we investigate model order reduction of large-scale systems using time-limited
balanced truncation, which restricts the well known balanced truncation framework to …
balanced truncation, which restricts the well known balanced truncation framework to …
[PDF][PDF] Self-generating and efficient shift parameters in ADI methods for large Lyapunov and Sylvester equations
Low-rank versions of the alternating direction implicit (ADI) iteration are popular and well
established methods for the numerical solution of large-scale Sylvester and Lyapunov …
established methods for the numerical solution of large-scale Sylvester and Lyapunov …
Frequency-limited balanced truncation with low-rank approximations
In this article we investigate model order reduction of large-scale systems using frequency-
limited balanced truncation, which restricts the well known balanced truncation framework to …
limited balanced truncation, which restricts the well known balanced truncation framework to …
Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method
The solution of large-scale Lyapunov equations is a crucial problem for several fields of
modern applied mathematics. The low-rank Cholesky factor version of the alternating …
modern applied mathematics. The low-rank Cholesky factor version of the alternating …
[PDF][PDF] Efficient low-rank solution of large-scale matrix equations
P Kürschner - 2016 - pure.mpg.de
In this thesis, we investigate the numerical solution of large-scale, algebraic matrix
equations. The focus lies on numerical methods based on the alternating directions implicit …
equations. The focus lies on numerical methods based on the alternating directions implicit …
Bounds on the singular values of matrices with displacement structure
B Beckermann, A Townsend - SIAM Review, 2019 - SIAM
Matrices with displacement structure, such as Pick, Vandermonde, and Hankel matrices,
appear in a diverse range of applications. In this paper, we use an extremal problem …
appear in a diverse range of applications. In this paper, we use an extremal problem …