Numerical solutions to large-scale differential Lyapunov matrix equations

DOI10.1007/s11075-017-0458-yzbMath1416.65116arXiv1705.09362OpenAlexW2618150975MaRDI QIDQ1989933

Khalide Jbilou, M. Hached

Publication date: 29 October 2018

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.09362

zbMATH Keywords

low rankdifferential Lyapunov equationsextended block Krylov

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Related Items

Global potential, topology, and pattern selection in a noisy stabilized Kuramoto–Sivashinsky equation ⋮ The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients ⋮ A Lanczos-like method for non-autonomous linear ordinary differential equations ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations ⋮ Tridiagonalization of systems of coupled linear differential equations with variable coefficients by a Lanczos-like method ⋮ Numerical methods for differential linear matrix equations via Krylov subspace methods ⋮ Solution formulas for differential Sylvester and Lyapunov equations ⋮ Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations

Uses Software

• MATLAB expm
• Algorithm 432

Cites Work

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