Numerical solutions to large-scale ...

Document type :
Compte-rendu et recension critique d'ouvrage
DOI :
10.1007/s11075-017-0458-y
Title :
Numerical solutions to large-scale differential Lyapunov matrix equations
Author(s) :
Hached, Mustapha [Auteur]
Université de Lille
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Jbilou, Khalide [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]
Journal title :
Numerical Algorithms
Pages :
741-757
Publisher :
Springer Verlag
Publication date :
2018-11
ISSN :
1017-1398
English keyword(s) :
Extended block Krylov
Low rank
Differential Lyapunov equations.
HAL domain(s) :
Mathématiques [math]
English abstract : [en]
In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The ...
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Language :
Anglais
Popular science :
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