Classical Iterative Methods for the Solution of Generalized Lyapunov Equations

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户:zhongbeiljb
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  We propose low-rank stationary iterations for the solution of generalized Lyapunov equations.At each step we solve a Lyapunov equation using Galerkin projection with extended Krylov subspaces.
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