• DocumentCode
    3861443
  • Title

    Parallel solutions of very large sparse Lyapunov equations by balanced BBD decompositions

  • Author

    A.I. Zecevic;D.D. Siljak

  • Author_Institution
    Dept. of Electr. Eng., Santa Clara Univ., CA, USA
  • Volume
    44
  • Issue
    3
  • fYear
    1999
  • Firstpage
    612
  • Lastpage
    618
  • Abstract
    In this paper, a method for the parallel solution of large sparse matrix equations is presented. The method is based on the balanced bordered block diagonal (BBD) decomposition which is applied in conjunction with the successive over-relaxation (SOR) iterative method to solve large Lyapunov equations in the Kronecker sum representation. A variety of experimental results will be presented, including solutions of Lyapunov equations with matrices as large as 1993/spl times/1993.
  • Keywords
    "Equations","Controllability","Control systems","Matrix decomposition","Optimal control","Kalman filters","Automatic control","Sufficient conditions","Time varying systems","Robust control"
  • Journal_Title
    IEEE Transactions on Automatic Control
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.751362
  • Filename
    751362
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3861443