Low-Rank Solution of Lyapunov Equations
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Publication:4652268
DOI10.1137/S0036144504443389zbMath1068.65053OpenAlexW2043597843MaRDI QIDQ4652268
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Publication date: 25 February 2005
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036144504443389
numerical resultsLyapunov equationinvariant subspaceiterative methodslow-rank approximationimplicit iterationrational Krylov subspaceslinear, time-invariant systemsCholesky factor-alternating direction implicit algorithm
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