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Kürschner et al., 2020 - Google Patents

Inexact methods for the low rank solution to large scale Lyapunov equations

Kürschner et al., 2020

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Document ID
13860997486324878063
Author
Kürschner P
Freitag M
Publication year
Publication venue
BIT Numerical Mathematics

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The rational Krylov subspace method (RKSM) and the low-rank alternating directions implicit (LR-ADI) iteration are established numerical tools for computing low-rank solution factors of large-scale Lyapunov equations. In order to generate the basis vectors for the RKSM, or …
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