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Liping Zhou

Work place: Department of Mathematics and Computational Science, Hunan University of of Science and Engineering, Yongzhou 425100, P. R. China

E-mail: blpzhou_huse@yahoo.cn

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Author Articles
A Parameter Free Iterative Method for Solving Projected Generalized Lyapunov Equations

By Yiqin Lin Liping Zhou Liang Bao

DOI: https://doi.org/10.5815/ijem.2012.01.10, Pub. Date: 29 Feb. 2012

This paper is devoted to the numerical solution of projected generalized continuous-time Lyapunov equations with low-rank right-hand sides. Such equations arise in stability analysis and control problems for descriptor systems including model reduction based on balanced truncation. A parameter free iterative method is proposed. This method is based upon a combination of an approximate power method and a generalized ADI method. Numerical experiments presented in this paper show the effectiveness of the proposed method.

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