On an integrated Krylov-ADI solver for large-scale Lyapunov equations
Description
This Matlab code iteratively solves large-scale Lyapunov matrix equations by means of LR-ADI-EKSM, a new method
merging LR-ADI and EKSM into a combined procedure that inherits advantages from both worlds. Version 1.0.
Scripts: Experiment* reproduces the results in the related experiment reported in the paper.
Computational routines:
1) LR_ADI_EKSM.m implements the new algorithm.
2) LR_ADI.m implements a standard LR-ADI method. Download the M-M.E.S.S.-2.2 Matlab Toolbox file for reproducing the results reported in the paper.
3) apply_prec.m, block_solve.m, iterative_solve.m functions for the iterative solution of the (shifted) linear systems to be used in combination with the /blocksolve package.
Data: MAX_Gestell_matrices.mat is the data to run Experiment3.m. Credits to DFG CRC96. The Steel Profile dataset for Experiment4.m is available in the MORwiki repository. All the other scripts generate tha data they use.
Files
Files
(11.2 MB)
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Additional details
Related works
- Is new version of
- Preprint: https://arxiv.org/abs/2203.17174 (URL)
- References
- Software: 10.5281/zenodo.5938237 (DOI)