Extended Arnoldi methods for large low-rank Sylvester matrix equations

DOI10.1016/J.APNUM.2010.07.005zbMath1210.65093OpenAlexW2041118838MaRDI QIDQ607132

Mohammed Heyouni

Publication date: 19 November 2010

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2010.07.005

zbMATH Keywords

numerical examplesiterative methodsprojection methodsextended Krylov subspacesextended Arnoldi processlarge low-rank Sylvester matrix equationslow rank solution

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

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Uses Software

• Algorithm 432

Cites Work

• Unnamed Item
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• An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
• Matrix Krylov subspace methods for large scale model reduction problems
• Krylov-subspace methods for the Sylvester equation
• Solving stable generalized Lyapunov equations with the matrix sign function
• Use of near-breakdowns in the block Arnoldi method for solving large Sylvester equations
• Projection methods for large Lyapunov matrix equations
• Low rank approximate solutions to large Sylvester matrix equations
• Convergence properties of some block Krylov subspace methods for multiple linear systems
• Matrix Krylov subspace methods for linear systems with multiple right-hand sides
• Computation of system balancing transformations and other applications of simultaneous diagonalization algorithms
• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
• A Hessenberg-Schur method for the problem AX + XB= C
• The numerical solution of the matrix equationXA+AY=F
• Improving the Efficiency of Matrix Operations in the Numerical Solution of Stiff Ordinary Differential Equations
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
• Application of ADI Iterative Methods to the Restoration of Noisy Images
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Block Krylov subspace methods for solving large Sylvester equations

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