Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix (CROSBI ID 130572)
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Podaci o odgovornosti
Truhar, Ninoslav ; Veselić, Krešimir
engleski
Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix
Some new estimates for the eigenvalue decay rate of the Lyapunov equation \(A X + X A^T = B\) 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.
Lyapunov equation; eigenvalue decay rate; ADI-parameters
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