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Numerical solution of large lyapunov equations
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Saad, Youcef |
| Copyright Year | 1989 |
| Description | A few methods are proposed for solving large Lyapunov equations that arise in control problems. The common case where the right hand side is a small rank matrix is considered. For the single input case, i.e., when the equation considered is of the form AX + XA(sup T) + bb(sup T) = 0, where b is a column vector, the existence of approximate solutions of the form X = VGV(sup T) where V is N x m and G is m x m, with m small is established. The first class of methods proposed is based on the use of numerical quadrature formulas, such as Gauss-Laguerre formulas, applied to the controllability Grammian. The second is based on a projection process of Galerkin type. Numerical experiments are presented to test the effectiveness of these methods for large problems. |
| File Size | 582891 |
| Page Count | 16 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19900014694 |
| Archival Resource Key | ark:/13960/t94799509 |
| Language | English |
| Publisher Date | 1989-05-01 |
| Access Restriction | Open |
| Subject Keyword | Numerical Analysis Hankel Functions Liapunov Functions Partial Differential Equations Eigenvalues Controllability Galerkin Method Control Theory Matrices Mathematics Quadratures Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
