This paper describes the parallelization of the low-rank ADI iteration for the solution of large-scale, sparse Lyapunov equations.
The only relevant operations involved in the method are matrix-vector products and the solution of linear systems. Experimental
results on a cluster, using the SuperLU library, show the performance of this approach.
Key words Lyapunov equations - ADI iteration - low-rank approximation - sparse linear systems
Supported by the Fundació Caixa-Castelló/Bancaixa PI-1B2001-14.