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Real versions of low-rank ADI methods with complex shifts / Peter Benner, Patrick Kürschner, Jens Saak
VerfasserBenner, Peter ; Kürschner, Patrick ; Saak, Jens
KörperschaftMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, May 30, 2012
Umfang1 Online-Ressource (9 Seiten = 0,37 MB)
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 12-11
URNurn:nbn:de:gbv:3:2-64024 
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Real versions of low-rank ADI methods with complex shifts [0.37 mb]
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Abstract: This technical note is concerned with implementations of different real versions of the low-rank ADI method. They compute real low-rank solution factors of large-scale generalized Lyapunov equations even if complex ADI shift parameters have been used. As important special case we consider the case when the coefficient matrices result from a linearization of a second order dynamical system.