Mixed-precision iterative refinement for low-rank Lyapunov equations

Peter Benner, Xiaobo Liu

We develop a mixed-precision iterative refinement framework for solving low-rank Lyapunov matrix equations $AX+X{A}^T+W=0$, where $W=L{L}^T$ or $W=LS{L}^T$. Via rounding error analy…