Low-rank solution of Lyapunov equations

SIAM Review

Volumn 46, Issue 4, 2004, Pages 693-713

  Li, Jing Rebecca ^a   White, Jacob ^b  

^a NEW YORK UNIVERSITY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Alternating direction implicit iteration; Dominant invariant subspace; Iterative methods; Low rank approximation; Lyapunov equation

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ITERATIVE METHODS; MATRIX ALGEBRA; SET THEORY; VECTORS;

ALTERNATING DIRECTION IMPLICIT ITERATION; DOMINANT INVARIANT SUBSPACE; LOW RANK APPROXIMATION; LYAPUNOV EQUATION;

LYAPUNOV METHODS;

EID: 11344287684     PISSN: 00361445     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036144504443389     Document Type: Article

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