Elena Virnik

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We apply algebraic multigrid (AMG) as a preconditioner for solving large singular linear systems of the type (I − T T)x = 0 with GMRES. Here, T is assumed to be the transition matrix of a Markov process. Although AMG and GMRES were originally designed for the solution of regular systems, with adequate adaptation their applicability can be extended to(More)
We propose a model reduction method for positive systems that ensures the positivity of the reduced-order model. In the standard as well as in the descriptor case, for continuous-time and discrete-time systems, our approach is based on constructing diagonal solutions of Lyapunov inequalities. These are linear matrix inequalities (LMIs), which are shown to(More)
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