Parallel Solution of Large Lyapunov Equations
- 1 October 1992
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 13 (4) , 1189-1203
- https://doi.org/10.1137/0613073
Abstract
In this paper two algorithms for the solution of large-order $(100 \leq n \leq 1000)$ Lyapunov equations $AX + XA^T + Q = 0$ are presented. First, a parallel version of the Hammarling algorithm for the solution of Lyapunov equations where the coefficient matrix A is large and dense is presented. Then a novel iterative parallel algorithm, called full-rank perturbed iteration (FRPI), is presented for the solution of Lyapunov equations where the matrix A is large and banded.
Keywords
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