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An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems

✍ Scribed by Amir Shahzad; Bryn Ll. Jones; Eric C. Kerrigan; George A. Constantinides


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
286 KB
Volume
47
Category
Article
ISSN
0005-1098

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✦ Synopsis


Descriptor systems consisting of a large number of differential-algebraic equations (DAEs) usually arise from the discretization of partial differential-algebraic equations. This paper presents an efficient algorithm for solving the coupled Sylvester equation that arises in converting a system of linear DAEs to ordinary differential equations. A significant computational advantage is obtained by exploiting the structure of the involved matrices. The proposed algorithm removes the need to solve a standard Sylvester equation or to invert a matrix. The improved performance of this new method over existing techniques is demonstrated by comparing the number of floating-point operations and via numerical examples.


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