TY - JOUR
T1 - Low Rank Approximation Solution of a Class of Generalized Lyapunov Equation
AU - Duan , Xuefeng
AU - Jiang , Zhuling
AU - Liao , Anping
JO - Journal of Computational Mathematics
VL - 4
SP - 407
EP - 420
PY - 2016
DA - 2016/08
SN - 34
DO - http://doi.org/10.4208/jcm.1601-m2015-0388
UR - https://global-sci.org/intro/article_detail/jcm/9803.html
KW - Generalized Lyapunov equation, Bilinear model reduction, Low rank approximation solution, Numerical method.
AB - <p style="text-align: justify;">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.</p>