Numerical solution of very large, sparse Lyapunov equations through approximate power iteration
- 1 January 1990
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 291-296 vol.1
- https://doi.org/10.1109/cdc.1990.203598
Abstract
The authors present an algorithm for the solution of large order (1000> lambda /sub 2/), then a special case of the approximate power iteration algorithm has at least one fixed point upsilon that is near to the dominant eigenvector u/sub 1/ of X, and that there is a small attractive region in IR/sup n/ containing both u/sub 1/ and upsilon .Keywords
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