A Parameter Free Iterative Method for Solving Projected Generalized Lyapunov Equations

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Yiqin Lin 1,* Liping Zhou 1 Liang Bao 2

1. Hunan University of of Science and Engineering, Yongzhou 425100, P. R. China

2. East China University of Science and Technology, Shanghai, 200237, P. R. China

* Corresponding author.

DOI: https://doi.org/10.5815/ijem.2012.01.10

Received: 16 Nov. 2011 / Revised: 20 Dec. 2011 / Accepted: 24 Jan. 2012 / Published: 29 Feb. 2012

Index Terms

Projected generalized Lyapunov equation, ADI method, Parameter free method, C-stable


This paper is devoted to the numerical solution of projected generalized continuous-time Lyapunov equations with low-rank right-hand sides. Such equations arise in stability analysis and control problems for descriptor systems including model reduction based on balanced truncation. A parameter free iterative method is proposed. This method is based upon a combination of an approximate power method and a generalized ADI method. Numerical experiments presented in this paper show the effectiveness of the proposed method.

Cite This Paper

Yiqin Lin,Liping Zhou,Liang Bao,"A Parameter Free Iterative Method for Solving Projected Generalized Lyapunov Equations", IJEM, vol.2, no.1, pp.62-70, 2012. DOI: 10.5815/ijem.2012.01.10 


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