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Retracing the residual curve of a Lyapunov equation solver
Umeå University, Faculty of Science and Technology, Department of Computing Science. (HPC2N)
2011 (English)In: BIT Numerical Mathematics, ISSN 0006-3835, E-ISSN 1572-9125, Vol. 51, no 4, 959-975 p.Article in journal (Refereed) Published
Abstract [en]

Let A ∈ Rn×n and let B ∈ Rn×p and consider the Lyapunov matrix equation AX + XAT + BBT = 0. If A + AT < 0, then the extended Krylov subspacemethod (EKSM) can be used to compute a sequence of low rank approximations of X. In this paper we show how to construct a symmetric negative definite matrix A and a column vector B, for which the EKSM generates a predetermined residual curve.

Place, publisher, year, edition, pages
Springer, 2011. Vol. 51, no 4, 959-975 p.
Keyword [en]
Lyapunov matrix equations, the extended Krylov subspace method
National Category
Computational Mathematics
Research subject
URN: urn:nbn:se:umu:diva-50738DOI: 10.1007/s10543-011-0323-7OAI: diva2:467971
Available from: 2012-02-15 Created: 2011-12-20 Last updated: 2012-02-15Bibliographically approved

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Kjelgaard Mikkelsen, Carl Christian
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