论文信息 - Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix

Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix

Abstract Some new estimates for the eigenvalue decay rate of the Lyapunov equation AX + XA T = B with a low rank right-hand side B are derived. The new bounds show that the right-hand side B can greatly influence the eigenvalue decay rate of the solution. This suggests a new choice of the ADI-parameters for the iterative solution. The advantage of these new parameters is illustrated on second order damped systems with a low rank damping matrix.

Ninoslav Truhar | Kresimir Veselic | K. Veselic | N. Truhar

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