An iterative decoupling solution method for large scale Lyapunov equationsA great deal of attention has been given to the numerical solution of the Lyapunov equation. A useful classification of the variety of solution techniques are the groupings of direct, transformation, and iterative methods. The paper summarizes those methods that are at least partly favorable numerically, giving special attention to two criteria: exploitation of a general sparse system matrix structure and efficiency in resolving the governing linear matrix equation for different matrices. An iterative decoupling solution method is proposed as a promising approach for solving large-scale Lyapunov equation when the system matrix exhibits a general sparse structure. A Fortran computer program that realizes the iterative decoupling algorithm is also discussed.
Document ID
19770037832
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Athay, T. M. (Massachusetts Inst. of Tech. Cambridge, MA, United States)
Sandell, N. R., Jr. (MIT Cambridge, Mass., United States)
Date Acquired
August 9, 2013
Publication Date
January 1, 1976
Subject Category
Numerical Analysis
Meeting Information
Meeting: Annual Southeastern Symposium on System Theory