LOW RANK APPROXIMATION SOLUTION OF A CLASS OF GENERALIZED LYAPUNOV EQUATION

被引：0
|
作者：
Duan, Xuefeng [1 ,2 ]
Jiang, Zhuling [1 ]
Liao, Anping [3 ]
机构：
[1] Guilin Univ Elect Technol, Coll Math & Computat Sci, Guilin 541004, Peoples R China
[2] Guilin Univ Elect Technol, Guangxi Coll & Univ Key Lab Data Anal & Computat, Guilin 541004, Peoples R China
[3] Hunan Univ, Coll Math & Econometr, Changsha 410082, Hunan, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL MATHEMATICS | 2016年 / 34卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Generalized Lyapunov equation; Bilinear model reduction; Low rank approximation solution; Numerical method; KRYLOV SUBSPACE METHODS; MATRIX EQUATION; SYSTEMS; ITERATION;
D O I：
10.4208/jcm.1601-m2015-0388
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we consider the low rank approximation solution of a generalized Lyapunov equation which arises in the bilinear model reduction. By using the variation principle, the low rank approximation solution problem is transformed into an unconstrained optimization problem, and then we use the nonlinear conjugate gradient method with exact line search to solve the equivalent unconstrained optimization problem. Finally, some numerical examples are presented to illustrate the effectiveness of the proposed methods.
引用
收藏
页码：407 / 420
页数：14
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