Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix |
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Authors: | Ninoslav Truhar Kreimir Veseli |
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Affiliation: | aUniversity of Osijek, Department of Mathematics, 31000 Osijek, Croatia;bLehrgebiet Mathematische Physik, Fernuniversität, 58084 Hagen, Germany |
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Abstract: | Some new estimates for the eigenvalue decay rate of the Lyapunov equation AX+XAT=B with a low rank right-hand side B are derived. The new bounds show that the right-hand side B can greatly influence the eigenvalue decay rate of the solution. This suggests a new choice of the ADI-parameters for the iterative solution. The advantage of these new parameters is illustrated on second order damped systems with a low rank damping matrix. |
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Keywords: | Lyapunov equation Eigenvalue decay rate ADI-parameters |
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