Numerical methods for differential linear matrix equations via Krylov subspace methods - Archive ouverte HAL Access content directly
Journal Articles Journal of Computational and Applied Mathematics Year : 2020

Numerical methods for differential linear matrix equations via Krylov subspace methods

Abstract

In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations with full rank right-hand sides using a global Galerkin and a norm-minimization approaches. In the second part, we consider large differential Lyapunov matrix equations with low rank right-hand sides and use the extended global Arnoldi process to produce low rank approximate solutions. We give some theoretical results and present some numerical examples.
Fichier principal
Vignette du fichier
Diff_Generalized_HAL.pdf (227.74 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-04392156 , version 1 (13-01-2024)

Identifiers

Cite

M. Hached, Khalide Jbilou. Numerical methods for differential linear matrix equations via Krylov subspace methods. Journal of Computational and Applied Mathematics, 2020, 370, pp.112674. ⟨10.1016/j.cam.2019.112674⟩. ⟨hal-04392156⟩
15 View
15 Download

Altmetric

Share

Gmail Facebook X LinkedIn More