An Alternating Direction Implicit Method for Solving Projected Generalized Continuous-Time Sylvester Equations
Автор: Yiqin Lin, Liang Bao
Журнал: International Journal of Engineering and Manufacturing(IJEM) @ijem
Статья в выпуске: 6 vol.1, 2011 года.
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In this paper we propose a low-rank alternating direction implicit (ADI) method to solve projected generalized continuous-time Sylvester equations with low-rank right-hand sides. Such equations arise in control theory including the computation of inner products and norms, and the model reduction based on balanced truncation for descriptor systems. The requirements of this method are moderate with respect to both computational cost and memory. Numerical experiments presented in this paper show the effectiveness of the proposed method.
Projected generalized Sylvester equations, Alternating direction implicit method, Low-rank approximate solution, C-stable
Короткий адрес: https://sciup.org/15014253
IDR: 15014253
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