Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

P Benner, J Saak - GAMM‐Mitteilungen, 2013 - Wiley Online Library
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 …

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 …

[HTML][HTML] On the ADI method for Sylvester equations

P Benner, RC Li, N Truhar - Journal of Computational and Applied …, 2009 - Elsevier
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 …

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 …

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 …

[PDF][PDF] Self-generating and efficient shift parameters in ADI methods for large Lyapunov and Sylvester equations

P Benner, P Kürschner, J Saak - Electronic Transactions on Numerical …, 2014 - emis.de
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 …

Frequency-limited balanced truncation with low-rank approximations

P Benner, P Kürschner, J Saak - SIAM Journal on Scientific Computing, 2016 - SIAM
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 …

Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method

P Benner, P Kürschner, J Saak - Numerical Algorithms, 2013 - Springer
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 …

[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 …

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 …