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Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix (CROSBI ID 130572)

Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija

Truhar, Ninoslav ; Veselić, Krešimir Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix // Systems & control letters, 56 (2007), 7-8; 493-503-x

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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Podaci o izdanju

56 (7-8)

2007.

493-503-x

objavljeno

0167-6911

Povezanost rada

Matematika