Lyapunov and Sylvester matrix equations
Lyapunov and Sylvester matrix equations
This repository is a cleaned-up extension of Compress-and-restart Krylov, but with a focus on low-rank modifications to the Galerkin approach for Lyapunov equations. The MATLAB code is written for
Kathryn Lund and Davide Palitta. Low-rank-modified Galerkin methods for the Lyapunov equation. Technical Report arXiv:2312.00463, Submitted, 2024.
This repository contains the MATLAB code written for
Daniel Kressner, Kathryn Lund, Stefano Massei, and Davide Palitta. Compress-and-restart block Krylov subspace methods for Sylvester matrix equations. Numerical Linear Algebra with Applications. 28(1), e2339, 2021.
The syntax is based off B(FOM)^2, and the scripts allow one to reproduce the same results shown in the paper.