Izvorni znanstveni članak
The perturbation bound for the solution of the Lyapunov equation
Ninoslav Truhar
Sažetak
We present the first order error bound for the Lyapunov equation AX +XA*= −GG*, where A is perturbed to A+δA. We use the structure of the solution of the Lyapunov equation X = mΣk=1 WkW* k ,
where Wk is the k-th matrix obtained by the Low Rank Cholesky Factor ADI (LRCF-ADI) algorithm using the set of ADI parameters equal to exact eigenvalues of A, that is with ADI parameters {p1, . . . , pm} = σ(A). Our bound depends on the structure of the right-hand side G of the Lyapunov equation, and sometimes it can be sharper than the classical error bounds.
Ključne riječi
Lyapunov equation; perturbation theory; perturbation bound; low rank Cholesky factor ADI method
Hrčak ID:
12607
URI
Datum izdavanja:
31.5.2007.
Posjeta: 1.454 *