An Alternating Direction Implicit Method for Solving Projected Generalized Continuous-Time Sylvester Equations

Author:

Zhou Yujian1,Bao Liang2,Lin Yiqin1

Affiliation:

1. Department of Mathematics and Computational Science, Institute of Computational Mathematics, Hunan University of Science and Engineering, Yongzhou 425100, China

2. Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China

Abstract

We present the generalized low-rank alternating direction implicit method and the low-rank cyclic Smith method to solve projected generalized continuous-time Sylvester equations with low-rank right-hand sides. Such equations arise in control theory including the computation of inner products and2norms and the model reduction based on balanced truncation for descriptor systems. The requirements of these methods are moderate with respect to both computational cost and memory. Numerical experiments presented in this paper show the effectiveness of the proposed methods.

Funder

National Natural Science Foundation of China

Publisher

Hindawi Limited

Subject

General Engineering,General Mathematics

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A New Method for TSVD Regularization Truncated Parameter Selection;Mathematical Problems in Engineering;2013

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