Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4645208 | Applied Numerical Mathematics | 2013 | 20 Pages |
Abstract
Projection methods have emerged as competitive techniques for solving large scale matrix Lyapunov equations. We explore the numerical solution of this class of linear matrix equations when a Minimal Residual (MR) condition is used during the projection step. We derive both a new direct method, and a preconditioned operator-oriented iterative solver based on CGLS, for solving the projected reduced least squares problem. Numerical experiments with benchmark problems show the effectiveness of an MR approach over a Galerkin procedure using the same approximation space.
Related Topics
Physical Sciences and Engineering
Mathematics
Computational Mathematics
Authors
Yiding Lin, Valeria Simoncini,