Low Rank Approximation Solution of a Class of Generalized Lyapunov Equation

Authors

  • Xuefeng Duan College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, P.R. China
  • Zhuling Jiang College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, P.R. China
  • Anping Liao College of Mathematics and Econometrics, Hunan University, Changsha 410082, China

DOI:

https://doi.org/10.4208/jcm.1601-m2015-0388

Keywords:

Generalized Lyapunov equation, Bilinear model reduction, Low rank approximation solution, Numerical method.

Abstract

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.

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Published

2018-08-22

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Issue

Vol. 34 No. 4 (2016)

Section

Articles

How to Cite

Low Rank Approximation Solution of a Class of Generalized Lyapunov Equation. (2018). Journal of Computational Mathematics, 34(4), 407-420. https://doi.org/10.4208/jcm.1601-m2015-0388