ADI iteration for Lyapunov equations: a tangential approach and adaptive shift selection

A new version of the alternating directions implicit (ADI) iteration for the solution of large-scale Lyapunov equations is introduced. It generalizes the hitherto existing iteration, by incorporating tangential directions in the way they are already available for rational Krylov subspaces. Additiona...

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Bibliographische Detailangaben

Hauptverfasser:	Wolf, Thomas, Panzer, Heiko K. F, Lohmann, Boris
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Systems and Control Mathematics - Dynamical Systems Mathematics - Numerical Analysis
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