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Abstract

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.

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