Year: 2016
Author: Xuefeng Duan, Zhuling Jiang, Anping Liao
Journal of Computational Mathematics, Vol. 34 (2016), Iss. 4 : pp. 407–420
Abstract
In this paper, we consider the low rank approximation solution of a generalized Lyapunov equation which arises in the bilinear model reduction. By using the variation principle, the low rank approximation solution problem is transformed into an unconstrained optimization problem, and then we use the nonlinear conjugate gradient method with exact line search to solve the equivalent unconstrained optimization problem. Finally, some numerical examples are presented to illustrate the effectiveness of the proposed methods.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.1601-m2015-0388
Journal of Computational Mathematics, Vol. 34 (2016), Iss. 4 : pp. 407–420
Published online: 2016-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 14
Keywords: Generalized Lyapunov equation Bilinear model reduction Low rank approximation solution Numerical method.