SC317, National Chiao Tung University Science Building III

(國立交通大學科學三館 SC317)

A Short Tour of Projection Methods for Matrix Equations: Lyapunov, Sylvester and Algebraic Riccati Equations

Eric K.W. Chu (Monash University)

Abstract

We shall extend the discussion on projection methods to more general matrix equations, such as Lyapunov, Sylvester and algebraic Riccati equations. In particular, we consider why projection methods are applicable. We shall also discuss the new concepts of inheritance, i.e., how selected properties of the original problem is inherited by the projected problem. Note that the solvability of projected equations is not proved but assumed previously.