文献类型：期刊文献

英文题名：An Alternating Direction Implicit Method for Solving Projected Generalized Continuous-Time Sylvester Equations

作者：Zhou, Yujian[1];Bao, Liang[2];Lin, Yiqin[1]

机构：[1]Hunan Univ Sci & Engn, Inst Computat Math, Dept Math & Computat Sci, Yongzhou 425100, Peoples R China;[2]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China

年份：2013

卷号：2013

外文期刊名：MATHEMATICAL PROBLEMS IN ENGINEERING

收录：;EI(收录号：20134316877747);WOS:【SCI-EXPANDED(收录号:WOS:000325297600001)】；

基金：Liang Bao is supported by the National Natural Science Foundation of China under Grants 10926150 and 11101149 and the Fundamental Research Funds for the Central Universities. Yiqin Lin is supported by the Construct Program of the Key Discipline in Hunan University of Science and Engineering and the Chinese Postdoctoral Science Foundation under Grant 2012M511386.

语种：英文

外文关键词：Control theory - Computation theory - Numerical methods

摘要：We present the generalized low-rank alternating direction implicit method and the low-rank cyclic Smith method to solve projected generalized continuous-time Sylvester equations with low-rank right-hand sides. Such equations arise in control theory including the computation of inner products and H-2 norms and the model reduction based on balanced truncation for descriptor systems. The requirements of these methods are moderate with respect to both computational cost and memory. Numerical experiments presented in this paper show the effectiveness of the proposed methods.