Global FOM and GMRES algorithms for matrix equations

DOI10.1016/S0168-9274(98)00094-4zbMath0935.65024OpenAlexW2018784891WikidataQ126537298 ScholiaQ126537298MaRDI QIDQ1807670

Khalide Jbilou, Hassane Sadok, Abderrahim Messaoudi

Publication date: 23 November 1999

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

Full work available at URL: https://doi.org/10.1016/s0168-9274(98)00094-4

zbMATH Keywords

numerical examplesLyapunov matrix equationglobal Arnoldi methodorthogonal projectionsmultiple right-hand sidesglobal generalized minimum residual methodnonsymmetric linear systemsmatrix Krylov subspaceglobal full orthogonalization method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Orthogonalization in numerical linear algebra (65F25)

Related Items (only showing first 100 items - show all)

Computational Methods for Linear Matrix Equations ⋮ Global-DGMRES method for matrix equationAXB = C ⋮ BACKWARD PERTURBATION ANALYSIS AND RELATIVE ALGORITHMS FOR NONSYMMETRIC LINEAR SYSTEMS WITH MULTIPLE RIGHT-HAND SIDES ⋮ Cross-Interactive Residual Smoothing for Global and Block Lanczos-Type Solvers for Linear Systems with Multiple Right-Hand Sides ⋮ On tensor tubal-Krylov subspace methods ⋮ Numerical solution of singular Sylvester equations ⋮ A block preconditioner for the Gl-LSMR algorithm ⋮ An enhancement of the convergence of the IDR method ⋮ Range restricted iterative methods for linear discrete ill-posed problems ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ The incomplete global GMERR algorithm for solving Sylvester equation ⋮ Numerical considerations of block GMRES methods when applied to linear discrete ill-posed problems ⋮ Block Krylov Subspace Methods for Functions of Matrices II: Modified Block FOM ⋮ On Hessenberg type methods for low-rank Lyapunov matrix equations ⋮ A Second Order Ensemble Timestepping Algorithm for Natural Convection ⋮ Global symplectic Lanczos method with application to matrix exponential approximation ⋮ Unnamed Item ⋮ Discrete cosine transform LSQR and GMRES methods for multidimensional ill-posed problems ⋮ Iterative methods for solving linear matrix equation and linear matrix system ⋮ An iterative method for solving the continuous sylvester equation by emphasizing on the skew-hermitian parts of the coefficient matrices ⋮ Global quasi-minimal residual method for the Sylvester equations ⋮ Numerical solution of time-dependent diffusion equations with nonlocal boundary conditions via a fast matrix approach ⋮ On short recurrence Krylov type methods for linear systems with many right-hand sides ⋮ Improvement of the minimal residual method for solving nonsymmetric linear systems ⋮ Preconditioned global Krylov subspace methods for solving saddle point problems with multiple right-hand sides ⋮ Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations ⋮ A Fast Block Krylov Implicit Runge–Kutta Method for Solving Large-Scale Ordinary Differential Equations ⋮ Unnamed Item ⋮ KRYLOV SUBSPACE METHODS OF HESSENBERG BASED FOR ALGEBRAIC RICCATI EQUATION ⋮ A matrix rational Lanczos method for model reduction in large‐scale first‐ and second‐order dynamical systems ⋮ A breakdown-free block conjugate gradient method ⋮ A global rational Arnoldi method for model reduction ⋮ An efficient two-level preconditioner for multi-frequency wave propagation problems ⋮ RBF approximation of three dimensional PDEs using tensor Krylov subspace methods ⋮ Global GPBiCG method for complex non-Hermitian linear systems with multiple right-hand sides ⋮ Sylvester Tikhonov-regularization methods in image restoration ⋮ The block Lanczos method for linear systems with multiple right-hand sides ⋮ Global simpler GMRES for nonsymmetric systems with multiple right-hand sides ⋮ An iterative method for Bayesian Gauss-Markov image restoration ⋮ Skew-symmetric methods for nonsymmetric linear systems with multiple right-hand sides ⋮ A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications ⋮ An extended-rational Arnoldi method for large matrix exponential evaluations ⋮ Global SCD algorithm for real positive definite linear systems with multiple right-hand sides ⋮ A Computational Method for Symmetric Stein Matrix Equations ⋮ A new matrix approach for solving second-order linear matrix partial differential equations ⋮ Exact and inexact breakdowns in the block GMRES method ⋮ Matrix Krylov subspace methods for large scale model reduction problems ⋮ A meshless RBF method for computing a numerical solution of unsteady Burgers'-type equations ⋮ Tensor Krylov subspace methods via the Einstein product with applications to image and video processing ⋮ A tensor format for the generalized Hessenberg method for solving Sylvester tensor equations ⋮ Block GPBi-CG method for solving nonsymmetric linear systems with multiple right-hand sides and its convergence analysis ⋮ High order semi-implicit weighted compact nonlinear scheme for viscous Burgers' equations ⋮ A new projection method for solving large Sylvester equations ⋮ On the choice of subspace for large-scale Tikhonov regularization problems in general form ⋮ A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations ⋮ Adaptive-order rational Arnoldi-type methods in computational electromagnetism ⋮ Deflated and augmented global Krylov subspace methods for the matrix equations ⋮ Nested splitting CG-like iterative method for solving the continuous Sylvester equation and preconditioning ⋮ The global Golub-Kahan method and Gauss quadrature for tensor function approximation ⋮ A generalized global Arnoldi method for ill-posed matrix equations ⋮ On the solution of the fuzzy Sylvester matrix equation ⋮ On the global Krylov subspace methods for solving general coupled matrix equations ⋮ Weighted versions of Gl-FOM and Gl-GMRES for solving general coupled linear matrix equations ⋮ Weighted and flexible versions of block CMRH method for solving nonsymmetric linear systems with multiple right-hand sides ⋮ On global Hessenberg based methods for solving Sylvester matrix equations ⋮ GMRES algorithms over 35 years ⋮ Global GPBiCGstab\((L)\) method for solving linear matrix equations ⋮ An MSSS-preconditioned matrix equation approach for the time-harmonic elastic wave equation at multiple frequencies ⋮ The extended global Lanczos method for matrix function approximation ⋮ MINRES seed projection methods for solving symmetric linear systems with multiple right-hand sides ⋮ A meshless method for the numerical computation of the solution of steady Burgers-type equations ⋮ Krylov subspace methods for projected Lyapunov equations ⋮ A new family of global methods for linear systems with multiple right-hand sides ⋮ Two new variants of the simpler block GMRES method with vector deflation and eigenvalue deflation for multiple linear systems ⋮ Retracing the residual curve of a Lyapunov equation solver ⋮ A fully adaptive rational global Arnoldi method for the model-order reduction of second-order MIMO systems with proportional damping ⋮ New convergence results on the global GMRES method for diagonalizable matrices ⋮ A numerical algorithm for Lyapunov equations ⋮ Minimal residual methods augmented with eigenvectors for solving Sylvester equations and generalized Sylvester equations ⋮ Global FOM and GMRES algorithms for a class of complex matrix equations ⋮ The block Hessenberg process for matrix equations ⋮ The block CMRH method for solving nonsymmetric linear systems with multiple right-hand sides ⋮ A generalized matrix Krylov subspace method for TV regularization ⋮ Unnamed Item ⋮ The regularizing properties of global GMRES for solving large-scale linear discrete ill-posed problems with several right-hand sides ⋮ Flexible global generalized Hessenberg methods for linear systems with multiple right-hand sides ⋮ A block \(\mathrm{GCROT}(m, k)\) method for linear systems with multiple right-hand sides ⋮ ADI preconditioned Krylov methods for large Lyapunov matrix equations ⋮ Convex constrained optimization for large-scale generalized Sylvester equations ⋮ A global harmonic Arnoldi method for large non-Hermitian eigenproblems with an application to multiple eigenvalue problems ⋮ Restarted global FOM and GMRES algorithms for the Stein-like matrix equation \(X + \mathcal{M}(X) = C\) ⋮ An implicit preconditioning strategy for large-scale generalized Sylvester equations ⋮ A block IDR\((s)\) method for nonsymmetric linear systems with multiple right-hand sides ⋮ An Arnoldi based algorithm for large algebraic Riccati equations ⋮ New approaches for solving large Sylvester equations ⋮ CG-type algorithms to solve symmetric matrix equations ⋮ Projection methods for large Lyapunov matrix equations ⋮ Low rank approximate solutions to large Sylvester matrix equations ⋮ The block least squares method for solving nonsymmetric linear systems with multiple right-hand sides ⋮ Orthogonal expansion of network functions

This page was built for publication: Global FOM and GMRES algorithms for matrix equations