Automatica, Vol.47, No.1, 244-248, 2011
An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems
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. (C) 2010 Elsevier Ltd. All rights reserved.
Keywords:Descriptor systems;Matrix equations;Numerical algorithms;Coupled Sylvester equation;Efficient algorithms