TY - JOUR
ID - 7318
TI - An improved extended block Arnoldi method for solving low-rank Lyapunov equation
JO - Journal of Mathematical Modeling
JA - JMM
LA - en
SN - 2345-394X
AU - Abdaoui, Ilias
AD - ENSA Oujda, Equipe MSN, Lab. LM2N, Université Mohammed Premier, Oujda, Morocco
Y1 - 2024
PY - 2024
VL - 12
IS - 1
SP - 85
EP - 98
KW - Lyapunov equation
KW - Krylov methods
KW - extended block Arnoldi Process
DO - 10.22124/jmm.2023.25670.2281
N2 - We are interested in the numerical solution of the continuous-time Lyapunov equation. Generally, classical Krylov subspace methods for solving matrix equations use the Petrov-Galerkin condition to obtain projected equations from the original ones. The projected problems involves the restrictions of the coefficient matrices to a Krylov subspace. Alternatively, we propose a scheme based on the extended block Krylov subspace that leads to a smaller-scale equation, which also incorporates the restriction of the inverse of the Lyapunov equation's square coefficient. The effectiveness of this approach is experimentally confirmed, particularly in terms of the required CPU time.
UR - https://jmm.guilan.ac.ir/article_7318.html
L1 - https://jmm.guilan.ac.ir/article_7318_dff6b430202ad958d6708c49eeebba7f.pdf
ER -