文献类型：期刊文献

英文题名：Matrix Sign Function Methods for Solving Projected Generalized Continuous-Time Sylvester Equations

作者：Lin, Yiqin[1];Bao, Liang[2];Wei, Yimin[3]

机构：[1]Hunan Univ Sci & Engn, Dept Math & Computat Sci, Yongzhou 425100, Peoples R China;[2]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China;[3]Fudan Univ, Inst Math, Sch Math Sci, Key Lab Math Nonlinear Sci, Shanghai 200433, Peoples R China

年份：2010

卷号：55

期号：11

起止页码：2629

外文期刊名：IEEE TRANSACTIONS ON AUTOMATIC CONTROL

收录：;EI(收录号：20104513370983);WOS:【SCI-EXPANDED(收录号:WOS:000283940800021)】；

基金：Manuscript received December 15, 2008; revised December 16, 2008, September 08, 2009, and April 20, 2010; accepted July 15, 2010. Date of publication August 09, 2010; date of current version November 03, 2010. This work was supported by the National Natural Science Foundation of China under Grant 10801048, the Natural Science Foundation of Hunan Province under Grant 09JJ6014, by the National Natural Science Foundation of China under Grant 10926150, by the National Natural Science Foundation of China under Grant 10871051, Shanghai Education Committee under Grant 08SG01, Shanghai Science and Technology Committee under Grant 08511501703, Doctoral Program of the Ministry of Education under grant 20090071110003, and 973 Program Project under Grant 2010CB327900. Recommended by Associate Editor H. Fujioka.

语种：英文

外文关键词：C-stable; matrix pencil; matrix sign function; projected generalized Sylvester equation

摘要：In this technical note, we investigate the numerical solution of the projected generalized Sylvester equations via a matrix sign function method. Such equations arise in stability analysis and control problems for descriptor systems including model reduction based on balanced truncation. Unlike the classical matrix sign function iteration, we propose a modification of the matrix sign function method that converges quadratically for pencils of arbitrary index. Numerical experiments report the effectiveness of the modified method.