Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4644838 | Applied Numerical Mathematics | 2016 | 11 Pages |
Abstract
A new version of the alternating directions implicit (ADI) iteration for the solution of large-scale Lyapunov equations is introduced. It generalizes the hitherto existing iteration, by incorporating tangential directions in the way they are already available for rational Krylov subspaces. Additionally, first strategies to adaptively select shifts and tangential directions in each iteration are presented. Numerical examples emphasize the potential of the new results.
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Physical Sciences and Engineering
Mathematics
Computational Mathematics
Authors
Thomas Wolf, Heiko K.F. Panzer, Boris Lohmann,