Druskin, Vladimir; Knizhnerman, Leonid; Simoncini, Valeria Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation. (English) Zbl 1244.65060 SIAM J. Numer. Anal. 49, No. 5, 1875-1898 (2011). Reviewer: Frank Uhlig (Auburn) MSC: 65F30 65F10 15A24 93B40 × Cite Format Result Cite Review PDF Full Text: DOI Link
Benner, Peter; Faßbender, Heike On the numerical solution of large-scale sparse discrete-time Riccati equations. (English) Zbl 1230.65070 Adv. Comput. Math. 35, No. 2-4, 119-147 (2011). MSC: 65K10 49J20 49M15 49N10 65F30 15A24 × Cite Format Result Cite Review PDF Full Text: DOI