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Año de Publicación: "2015"

Subtipo de publicación

Publisher

Linear Algebra and Its Applications(1)

Área de conocimiento

Análisis numérico(1)

Optimización matemática(1)

Origen

Palabras Claves

Lyapunov equations(1)

Matrix differential equations(1)

Riccati equations(1)

On the benefits of the LD<sup>LT</sup> factorization for large-scale differential matrix equation solvers

Abstract: We propose efficient algorithms for solving large-scale matrix differential equations. In particular

Palabras claves:

Large-scale, Low-rank, Lyapunov equations, Matrix differential equations, Riccati equations

Hermann Mena, Lang N., Saak J.