3 papers
math.NA2024
Low-rank alternating direction doubling algorithm for solving large-scale continuous time algebraic Riccati equations
Juan Zhang, Wenlu Xun
This paper proposes an effective low-rank alternating direction doubling algorithm (R-ADDA) for computing numerical low-rank solutions to large-scale sparse continuous-time algebra…
math.NA2024
A general alternating direction implicit iteration method for solving complex symmetric linear systems
Juan Zhang, Wenlu Xun
We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence prope…
math.NA2024
Low-rank generalized alternating direction implicit iteration method for solving matrix equations
Juan Zhang, Wenlu Xun
This paper presents an effective low-rank generalized alternating direction implicit iteration (R-GADI) method for solving large-scale sparse and stable Lyapunov matrix equations a…