Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation.

Sat, 01 Jan 2011 00:00:00 +0100

Vladimir Druskin, Leonid Knizhnerman , Valeria Simoncini:
Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation. SIAM J. Numer. Anal. 49(5): 1875-1898 (2011)