Lyapunov equation | Sciweavers

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ADCM
1998

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Numerical solution of generalized Lyapunov equations

13 years 7 months ago

Two e cient methods for solving generalized Lyapunov equations and their implementations in FORTRAN 77 are presented. The rst one is a generalization of the Bartels{Stewart method...

Thilo Penzl

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21

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TOMS
2008

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Block variants of Hammarling's method for solving Lyapunov equations

13 years 7 months ago

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This paper is concerned with the efficient numerical solution of the Lyapunov equation AT X +XA = -C with a stable matrix A and a symmetric positive semidefinite matrix C of possi...

Daniel Kressner

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23

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COMPUTING
2006

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Factorized Solution of Lyapunov Equations Based on Hierarchical Matrix Arithmetic

13 years 7 months ago

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We investigate the numerical solution of large-scale Lyapunov equations with the sign function method. Replacing the usual matrix inversion, addition, and multiplication by format...

Ulrike Baur, Peter Benner

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22

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EUROPAR
2006
Springer

132views Distributed And Parallel Com...» more EUROPAR 2006»

Parallel Solution of Large-Scale and Sparse Generalized Algebraic Riccati Equations

13 years 11 months ago

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We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(105 ). We survey the numerical algorithms underlying ...

José M. Badía, Peter Benner, Rafael ...

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