Low-Rank Cholesky Factor Krylov Subspace Methods for Generalized Projected Lyapunov Equations

2017 ◽  
pp. 157-193
Author(s):  
Matthias Bollhöfer ◽  
André K. Eppler
Keyword(s):  
Krylov Subspace ◽  
Krylov Subspace Methods ◽  
Low Rank ◽  
Lyapunov Equations ◽  
Subspace Methods ◽  
Cholesky Factor

scholarly journals Krylov Subspace Methods for Solving Large Lyapunov Equations

1994 ◽  
Vol 31 (1) ◽  
pp. 227-251 ◽  
Author(s):  
Imad M. Jaimoukha ◽  
Ebrahim M. Kasenally
Keyword(s):  
Krylov Subspace ◽  
Krylov Subspace Methods ◽  
Lyapunov Equations ◽  
Subspace Methods

scholarly journals Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces

2021 ◽  
Author(s):  
Yuka Hashimoto ◽  
Takashi Nodera
Keyword(s):  
Krylov Subspace ◽  
Time Series Data ◽  
Linear Equations ◽  
Transfer Operator ◽  
Krylov Subspace Methods ◽  
Krylov Subspace Method ◽  
Linear Operators ◽  
Series Data ◽  
Subspace Method ◽  
Subspace Methods

AbstractThe Krylov subspace method has been investigated and refined for approximating the behaviors of finite or infinite dimensional linear operators. It has been used for approximating eigenvalues, solutions of linear equations, and operator functions acting on vectors. Recently, for time-series data analysis, much attention is being paid to the Krylov subspace method as a viable method for estimating the multiplications of a vector by an unknown linear operator referred to as a transfer operator. In this paper, we investigate a convergence analysis for Krylov subspace methods for estimating operator-vector multiplications.

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