arxiveess.SY2026-07-24
A New Low-Rank Cholesky-Factor ADI Algorithm Allowing Shifts Anywhere in the Complex Plane with Applications to Data-Driven Model Reduction
The low-rank Cholesky factor alternating direction implicit (LRCF-ADI) iteration method is an effective and efficient approach for computing low-rank solutions to large-scale Lyapunov equations in the form \(P\approx ZZ^\top\). This form is useful for balanced truncation, as the…