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- W4310831837 abstract "In this work we develop a low-rank algorithm for the computation of low-rank approximations to the large-scale Lyapunov operator $varphi$-functions. Such computations constitute the important ingredient to the implementation of matrix-valued exponential integrators for large-scale stiff matrix differential equations where the (approximate) solutions are of low rank. We evaluate the approximate solutions of $LDL^T$-type based on a scaling and recursive procedure. The key parameters of the method are determined using a quasi-backward error bound combined with the computational cost. Numerical results demonstrate that our method can be used as a basis of matrix-valued exponential integrators for solving large-scale differential Lyapunov equations and differential Riccati equations." @default.
- W4310831837 created "2022-12-19" @default.
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- W4310831837 date "2022-12-05" @default.
- W4310831837 modified "2023-10-10" @default.
- W4310831837 title "A low-rank algorithm for solving Lyapunov operator $varphi$-functions within the matrix-valued exponential integrators" @default.
- W4310831837 doi "https://doi.org/10.48550/arxiv.2212.02408" @default.
- W4310831837 hasPublicationYear "2022" @default.
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