Numerical methods for differential linear ...
Type de document :
Compte-rendu et recension critique d'ouvrage
Titre :
Numerical methods for differential linear matrix equations via Krylov subspace methods
Auteur(s) :
Hached, Mustapha [Auteur correspondant]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Université de Lille
Jbilou, Khalide [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Université de Lille
Jbilou, Khalide [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]
Titre de la revue :
Journal of Computational and Applied Mathematics
Pagination :
112674
Éditeur :
Elsevier
Date de publication :
2020-05
ISSN :
0377-0427
Mot(s)-clé(s) en anglais :
Sylvester equation
Lyapunov equation
Global Arnoldi
Matrix Krylov subspace
Lyapunov equation
Global Arnoldi
Matrix Krylov subspace
Discipline(s) HAL :
Mathématiques [math]
Résumé en anglais : [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 ...
Lire la suite >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.Lire moins >
Lire la suite >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.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
Collections :
Source :
Fichiers
- document
- Accès libre
- Accéder au document
- Diff_Generalized_HAL.pdf
- Accès libre
- Accéder au document