Speaker
Jonas Schulze
Description
Continuous-time algebraic Lyapunov equations arise in the fields of, e.g., optimal control and model order reduction. For many applications, the coefficient matrices are large and sparse, while the solution matrix has a low numerical rank. In this setting, the alternating-directions implicit (ADI) method, which directly operates on the low-rank factors of the solution matrix, is one of the most widely used algorithms for this type of equation. We report on our progress of applying mixed-precision techniques to the low-rank Lyapunov ADI, namely the use of multi-precision low-rank factorizations, as well as a mixed-precision variant of the inexact low-rank Lyapunov ADI.
