大型Lyapunov方程的并行求解
Parallel Algorithm for the Solving of Large-Scale Lyapunov Equation
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摘要: 借鉴于求解大型矩阵主特征对方法中子空间迭代的概念,给出了求解Lyapunov方程的 新方法,进而推导出Lyapunov方程直接迭代的高效并行算法,同时也给出了算法的收敛性证 明和解的误差分析.
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关键词:
- Lyapunov方程 /
- 并行计算 /
- 特征子空间 /
- 迭代法
Abstract: In this paper, a new method to solve the large-scale Lyapunov equation based on the subspace iteration concept used in finding the sub-eigenpairs of large-scale matrix is presented. A parallel method with high efficiency is also proposed. The convergency and the error bound of the algorithm are analysed.-
Key words:
- Lyapunov equation /
- parallel computing /
- eigen-subspace /
- direct iteration
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