Efficient low-rank solution of generalized Lyapunov equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s00211-015-0777-7.pdf
Reference22 articles.
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3. Damm, T.: Direct methods and ADI-preconditioned Krylov subspace methods for generalized Lyapunov equations. Numer. Linear Algebra Appl. 15, 853–871 (2008)
4. Damm, T., Hinrichsen, D.: Newton’s method for a rational matrix equation occurring in stochastic control. Linear Algebra Appl. 332–334, 81–109 (2001)
5. Dembo, R.S., Eisenstat, S.C., Steihaug, T.: Inexact Newton methods. SIAM J. Numer. Anal. 19, 400–408 (1982)
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