A Parameter Free Iterative Method for Solving Projected Generalized Lyapunov Equations
Автор: Yiqin Lin, Liping Zhou, Liang Bao
Журнал: International Journal of Engineering and Manufacturing(IJEM) @ijem
Статья в выпуске: 1 vol.2, 2012 года.
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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.
Projected generalized Lyapunov equation, ADI method, Parameter free method, C-stable
Короткий адрес: https://sciup.org/15014287
IDR: 15014287
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