Generalized Alternating Direction Implicit Method for Projected Generalized Lyapunov Equations | Zendy

Stykel Tatjana | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

Generalized Alternating Direction Implicit Method for Projected Generalized Lyapunov Equations

Author(s) -

Stykel Tatjana

Publication year - 2004

Publication title -

pamm

Language(s) - English

Resource type - Journals

ISSN - 1617-7061

DOI - 10.1002/pamm.200410324

Subject(s) - alternating direction implicit method , rank (graph theory) , mathematics , lyapunov function , lyapunov equation , positive definite matrix , mathematical analysis , lyapunov exponent , physics , nonlinear system , finite difference method , combinatorics , eigenvalues and eigenvectors , quantum mechanics

We generalize an alternating direction implicit method for projected generalized Lyapunov equations. Low rank versions of this method is also presented that can be used to compute a low rank approximation of the solution of Lyapunov equations with symmetric, positive semidefinite right‐hand side. Numerical example is given. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research