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

作者：Shahzad Amir; Jones Bryn Ll; Kerrigan Eric C^*; Constantinides George A

来源：Automatica, 2011, 47(1): 244-248.

DOI：10.1016/j.automatica.2010.10.038

• Descriptor systems
• Matrix equations
• Numerical algorithms
• Coupled Sylvester equation
• Efficient algorithms

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.

• 出版日期2011-1