Numerical methods for large-scale Lyapunov equations with symmetric banded data

This Matlab code solves a large-scale Lyapunov matrix equation with SPD banded ill-conditioned coeff. matrix and banded right-hand side by the algorith called lyap_banded. test_LB.m is an example of how to call the function Lyap_Banded.m. The mex files TruncSubGen_mex.mexa64 and lowrank_normF.mexa64 are necessary when calling Lyap_Banded.m and they make use of LAPACK and C-BLAS subroutines. The code does not include any checking of the input data. Related manuscript: Davide Palitta and Valeria Simoncini NUMERICAL METHODS FOR LARGE-SCALE LYAPUNOV EQUATIONS WITH SYMMETRIC BANDED DATA To appear in SISC (ArXiv: 1711.04187)

Related Organizations

Max Planck Society
Germany
Max Planck Institute for Dynamics of Complex Technical Systems
Germany
Alma Mater Studiorum University of Bologna
Italy

Keywords

large-scale equations, matrix equations, banded matrices, Lyapunov equation

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