Author(s) :
Tatjana Stykel
Preprint series :
Preprint 198, DFG Research Center Matheon, TU Berlin, 2004
MSC 2000
- 15A24 Matrix equations and identities
-
65F10 Iterative methods for linear systems
Abstract :
We generalize an alternating direction implicit method
and the Smith method for large-scale projected generalized
Lyapunov equations. Such equations arise in model reduction for
descriptor systems. Low rank versions of these methods are also
presented, that can be used to compute low rank approximations
to the solution of projected generalized Lyapunov equations with
low rank symmetric, positive semidefinite right-hand side.
Numerical examples are presented.
Keywords :
projected generalized Lyapunov equations, alternating direction implicit method, Smith method, low rank approximation