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دانلود مقاله
Minimal residual methods for large scale Lyapunov equations
نویسنده :
Yiding Lin ,Valeria Simoncini
فرمت: pdf
Abstract
Projection methods have emerged as competitive techniques for solving large scale matrix Lyapunov equations. We explore the numerical solution of this class of linear matrix equations when a Minimal Residual (MR) condition is used during the projection step. We derive both a new direct method, and a preconditioned operator-oriented iterative solver based on CGLS, for solving the projected reduced least squares problem. Numerical experiments with benchmark problems show the effectiveness of an MR approach over a Galerkin procedure using the same approximation space.
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