Enhancement of Krylov Subspace Spectral Methods by Block Lanczos Iteration

Author(s):  
James V. Lambers
2007 ◽  
Author(s):  
James V. Lambers ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
Ch. Tsitouras

PAMM ◽  
2007 ◽  
Vol 7 (1) ◽  
pp. 2020143-2020144
Author(s):  
James V. Lambers

2009 ◽  
Author(s):  
James V. Lambers ◽  
Sio-Iong Ao ◽  
Alan Hoi-Shou Chan ◽  
Hideki Katagiri ◽  
Li Xu

2021 ◽  
Vol 8 (3) ◽  
pp. 526-536
Author(s):  
L. Sadek ◽  
◽  
H. Talibi Alaoui ◽  

In this paper, we present a new approach for solving large-scale differential Lyapunov equations. The proposed approach is based on projection of the initial problem onto an extended block Krylov subspace by using extended nonsymmetric block Lanczos algorithm then, we get a low-dimensional differential Lyapunov matrix equation. The latter differential matrix equation is solved by the Backward Differentiation Formula method (BDF) or Rosenbrock method (ROS), the obtained solution allows to build a low-rank approximate solution of the original problem. Moreover, we also give some theoretical results. The numerical results demonstrate the performance of our approach.


Sign in / Sign up

Export Citation Format

Share Document