Computational methods for linear matrix equations

V Simoncini - siam REVIEW, 2016 - SIAM
Given the square matrices A,B,D,E and the matrix C of conforming dimensions, we consider
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …

Frequency-limited balanced truncation with low-rank approximations

P Benner, P Kürschner, J Saak - SIAM Journal on Scientific Computing, 2016 - SIAM
In this article we investigate model order reduction of large-scale systems using frequency-
limited balanced truncation, which restricts the well known balanced truncation framework to …

[PDF][PDF] Self-generating and efficient shift parameters in ADI methods for large Lyapunov and Sylvester equations

P Benner, P Kürschner, J Saak - Electronic Transactions on Numerical …, 2014 - emis.de
Low-rank versions of the alternating direction implicit (ADI) iteration are popular and well
established methods for the numerical solution of large-scale Sylvester and Lyapunov …

Closed-form solution of non-symmetric algebraic Riccati matrix equation

A Shirilord, M Dehghan - Applied Mathematics Letters, 2022 - Elsevier
In this work we obtain closed-form expression for the solution of non-symmetric algebraic
Riccati equation (NARE), A X+ X B+ XCX= D, A, B, C, D∈ ℂ n× n, under some conditions on …

[PDF][PDF] Efficient low-rank solution of large-scale matrix equations

P Kürschner - 2016 - pure.mpg.de
In this thesis, we investigate the numerical solution of large-scale, algebraic matrix
equations. The focus lies on numerical methods based on the alternating directions implicit …

A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems

P Benner, Z Bujanovic, P Kurschner, J Saak - SIAM journal on scientific …, 2020 - SIAM
In this paper, we discuss numerical methods for solving large-scale continuous-time
algebraic Riccati equations. These methods have been the focus of intensive research in …

[HTML][HTML] Frequency-and time-limited balanced truncation for large-scale second-order systems

P Benner, SWR Werner - Linear Algebra and its Applications, 2021 - Elsevier
Considering the use of dynamical systems in practical applications, often only limited
regions in the time or frequency domain are of interest. Therefore, it usually pays off to …

Structure-preserving model reduction for mechanical systems

SWR Werner - 2021 - repo.bibliothek.uni-halle.de
In this thesis, structure-preserving model order reduction for dynamical systems is studied.
The particular focus lies on mechanical systems described by differential equations with …

Comparison of model order reduction methods for optimal sensor placement for thermo-elastic models

P Benner, R Herzog, N Lang, I Riedel… - Engineering …, 2019 - Taylor & Francis
In this article an optimal sensor placement problem for a thermo-elastic solid body model is
considered. Temperature sensors are placed in a near-optimal way so that their …

An inexact low-rank Newton–ADI method for large-scale algebraic Riccati equations

P Benner, M Heinkenschloss, J Saak… - Applied Numerical …, 2016 - Elsevier
This paper improves the inexact Kleinman–Newton method for solving algebraic Riccati
equations by incorporating a line search and by systematically integrating the low-rank …