IEEE Transactions on Automatic Control, Vol.44, No.3, 612-618, 1999
Parallel solutions of very large sparse Lyapunov equations by balanced BBD decompositions
In this paper, a method for the parallel solution of large sparse matrix equations is presented. The method is based on thr balanced bordered block diagonal (BBD) decomposition which is applied in conjunction with the SOR iterative method to solve large Lyapunov equations in the Kronecker sum representation. A variety of experimental results will Ire presented, including solutions of Lyapunov equations with matrices as large as 1993 x 1993.
Keywords:KRYLOV-SUBSPACE METHODS;FLEXIBLE SPACE STRUCTURES;MODEL-REDUCTION;SYSTEMS;ALGORITHM;MATRICES