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Approximate low rank solution of generalized Lyapunov matrix equations via proper orthogonal decomposition
Generalized Lyapunov matrix equations approximation theory
2010/9/20
We generalized a direct method for generalized Lyapunov matrix equation, using proper orthogonal decomposition (POD). Such equations arise in model reduction of descriptor systems.
Preconditioned global FOM and GMRES methods for solving Lyapunov matrix equations
Lyapunov matrix equations SSOR Preconditioning
2010/9/10
This paper presents, a preconditioned version of global FOM and GMRES methods for solving Lyapunov matrix equations AX + XAT = −BTB.These preconditioned methods are based on the global full orth...