A Unified Low-rank ADI Framework with Shared Linear Solves for Simultaneously Solving Multiple Lyapunov, Sylvester, and Riccati Equations

Umair Zulfiqar, Zhong-Yi Huang, Qiu-Yan Song +1

The alternating direction implicit (ADI) methods are computationally efficient and numerically effective tools for computing low-rank solutions of large-scale linear matrix equatio…