Published August 1, 2018
| Version 1.0
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Numerical methods for large-scale Lyapunov equations with symmetric banded data
Creators
- 1. Max Planck Institute for Dynamics of Complex Technical Systems, CSC group
- 2. Dipartimento di Matematics, Università di Bologna
Description
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)
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