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- W1876901912 abstract "We present the first order error bound for the Lyapunov equation AX + XA ∗ = −GG ∗ ,w hereA is perturbed to A + δA .W e use the structure of the solution of the Lyapunov equation X = m � k=1 W kW ∗ 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." @default.
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- W1876901912 date "2007-05-31" @default.
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- W1876901912 title "The perturbation bound for the solution of the Lyapunov equation" @default.
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