Numerical methods for differential linear ...
Document type :
Compte-rendu et recension critique d'ouvrage
Title :
Numerical methods for differential linear matrix equations via Krylov subspace methods
Author(s) :
Hached, Mustapha [Auteur correspondant]
Université de Lille
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Jbilou, Khalide [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]
Université de Lille
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Jbilou, Khalide [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]
Journal title :
Journal of Computational and Applied Mathematics
Pages :
112674
Publisher :
Elsevier
Publication date :
2020-05
ISSN :
0377-0427
English keyword(s) :
Sylvester equation
Lyapunov equation
Global Arnoldi
Matrix Krylov subspace
Lyapunov equation
Global Arnoldi
Matrix Krylov subspace
HAL domain(s) :
Mathématiques [math]
English abstract : [en]
In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester ...
Show more >In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations with full rank right-hand sides using a global Galerkin and a norm-minimization approaches. In the second part, we consider large differential Lyapunov matrix equations with low rank right-hand sides and use the extended global Arnoldi process to produce low rank approximate solutions. We give some theoretical results and present some numerical examples.Show less >
Show more >In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations with full rank right-hand sides using a global Galerkin and a norm-minimization approaches. In the second part, we consider large differential Lyapunov matrix equations with low rank right-hand sides and use the extended global Arnoldi process to produce low rank approximate solutions. We give some theoretical results and present some numerical examples.Show less >
Language :
Anglais
Popular science :
Non
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