The numerical solution of large-scale Lyapunov matrix equations with symmetric banded data has so far received little attention in the rich literature on Lyapunov equations. We aim to contribute to solving this open problem by introducing two efficient solution methods which respectively address the cases of well conditioned and ill conditioned coefficient matrices. The proposed approaches conveniently exploit the possibly hidden structure of the solution matrix so as to deliver memory and computation-saving approximate solutions. Numerical experiments are reported to illustrate the potential of the described methods.

Numerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded Data

PALITTA, DAVIDE
Membro del Collaboration Group
;
Simoncini, Valeria
Membro del Collaboration Group
2018

Abstract

The numerical solution of large-scale Lyapunov matrix equations with symmetric banded data has so far received little attention in the rich literature on Lyapunov equations. We aim to contribute to solving this open problem by introducing two efficient solution methods which respectively address the cases of well conditioned and ill conditioned coefficient matrices. The proposed approaches conveniently exploit the possibly hidden structure of the solution matrix so as to deliver memory and computation-saving approximate solutions. Numerical experiments are reported to illustrate the potential of the described methods.
2018
Palitta, Davide; Simoncini, Valeria
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/648852
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