Algorithm 432
From MaRDI portal
Software:37551
No author found.
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
Related Items (only showing first 100 items - show all)
A generalized ADI iterative method ⋮ Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality ⋮ A new computational method based on fractional Lagrange functions to solve multi-term fractional differential equations ⋮ Improved neural dynamics for online Sylvester equations solving ⋮ Iterative methods for the delay Lyapunov equation with T-Sylvester preconditioning ⋮ A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations ⋮ Three methods for refining estimates of invariant subspaces ⋮ Block extrapolation methods with applications ⋮ Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations ⋮ New unified matrix upper bound on the solution of the continuous coupled algebraic Riccati equation ⋮ Low-rank solvers for fractional differential equations ⋮ The solution of fuzzy Sylvester matrix equation ⋮ Matrix-equation-based strategies for convection-diffusion equations ⋮ Solving symmetric algebraic Riccati equations with high order iterative schemes ⋮ The solution of the matrix equations \(AXB-CXD=E\) and \((YA-DZ,YC- BZ)=(E,F)\) ⋮ An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results ⋮ The matrix equation \(XA=A^ TX\) and an associated algorithm for solving the inertia and stability problems ⋮ Schur-decomposition for 3D matrix equations and its application in solving radiative discrete ordinates equations discretized by Chebyshev collocation spectral method ⋮ Differential quadrature time element method for structural dynamics ⋮ On positive-definite and skew-Hermitian splitting iteration methods for continuous Sylvester equation \(AX+XB=C\) ⋮ The symmetric Procrustes problem ⋮ Dynamical methods for polar decomposition and inversion of matrices ⋮ Preconditioned Galerkin and minimal residual methods for solving Sylvester equations ⋮ Matrix Krylov subspace methods for large scale model reduction problems ⋮ Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations ⋮ Balanced truncation-rational Krylov methods for model reduction in large scale dynamical systems ⋮ Optimal control of vibration suppression in flexible systems via dislocated sensor/actuator positioning ⋮ Sylvester equations and the numerical solution of partial fractional differential equations ⋮ The iterative solution of the matrix equation \(XA+BX+C=0\) ⋮ Stochastic equivalent linearization algorithms and their applicability to hysteretic systems ⋮ Model reduction of time-delay systems using position balancing and delay Lyapunov equations ⋮ Consistent infinitesimal finite-element cell method for diffusion equation in unbounded medium ⋮ Exhaustive and efficient constraint propagation: a graph-based learning approach and its applications ⋮ The scaled boundary finite-element method - alias consistent infinitesimal finite-element cell method - for elastodynamics ⋮ A direct solver for the Legendre tau approximation for the two-dimensional Poisson problem ⋮ A systolic algorithm for Riccati and Lyapunov equations ⋮ Iterative methods for \(X-AXB=C\) ⋮ Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations ⋮ A new version of successive approximations method for solving Sylvester matrix equations ⋮ Closed-form solutions to Sylvester-conjugate matrix equations ⋮ Extended Arnoldi methods for large low-rank Sylvester matrix equations ⋮ A new projection method for solving large Sylvester equations ⋮ Fast enclosure for solutions of Sylvester equations ⋮ Parallel algorithms for certain matrix computations ⋮ On normal and skew-Hermitian splitting iteration methods for large sparse continuous Sylvester equations ⋮ Stochastic optimal control of flexible aircraft taxiing at constant or variable velocity ⋮ Nested splitting CG-like iterative method for solving the continuous Sylvester equation and preconditioning ⋮ A Hessenberg method for the numerical solutions to types of block Sylvester matrix equations ⋮ Adaptive rational Krylov subspaces for large-scale dynamical systems ⋮ A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line ⋮ Model reduction and active control of flexible beam using internal balance technique ⋮ Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations ⋮ An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems ⋮ On the solution of the fuzzy Sylvester matrix equation ⋮ Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations ⋮ Generalized transfer subspace learning through low-rank constraint ⋮ A modified gradient based algorithm for solving Sylvester equations ⋮ Controllability, observability and the solution of AX-XB=C ⋮ Multiscale modeling using goal-oriented adaptivity and numerical homogenization. I: Mathematical formulation and numerical results ⋮ Pole assignment via Sylvester's equation ⋮ Hierarchical computation of decentralized gains for interconnected systems ⋮ A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms ⋮ Verified error bounds for solutions of Sylvester matrix equations ⋮ On the numerical solution of large-scale sparse discrete-time Riccati equations ⋮ Continuation algorithms for the eigenvalue problems ⋮ A minimal residual norm method for large-scale Sylvester matrix equations ⋮ The Davison-Man method revisited ⋮ Retracing the residual curve of a Lyapunov equation solver ⋮ Newton's method and secant methods: a longstanding relationship from vectors to matrices ⋮ Construction of Lyapunov functions for nonlinear planar systems by linear programming ⋮ Numerical solution of the discrete-time, convergent, non-negative definite Lyapunov equation ⋮ Minimal residual methods augmented with eigenvectors for solving Sylvester equations and generalized Sylvester equations ⋮ Approximation of functions of large matrices with Kronecker structure ⋮ Krylov-subspace methods for the Sylvester equation ⋮ Behavioural modelling using the MOESP algorithm, dynamic neural networks and the Bartels-Stewart algorithm ⋮ A note on the Davison-Man method for Sylvester matrix equations ⋮ ADI preconditioned Krylov methods for large Lyapunov matrix equations ⋮ Convex constrained optimization for large-scale generalized Sylvester equations ⋮ Efficient model reduction of large scale systems using Krylov-subspace iterative methods ⋮ Approximation of low rank solutions for linear quadratic control of partial differential equations ⋮ A note on the iterative solutions of general coupled matrix equation ⋮ Numerical Taylor expansions for invariant manifolds ⋮ Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation ⋮ Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts ⋮ System inversion using orthogonal functions ⋮ A recurrence among the elements of functions of triangular matrices ⋮ The automatic solution of partial differential equations using a global spectral method ⋮ Zero cancellation for general rational matrix functions ⋮ Sequential stability and optimization of large scale decentralized systems ⋮ On linear vibrational systems with one dimensional damping. II ⋮ Solution of Lyapunov equations by alternating direction implicit iteration ⋮ Matrix bounds of the discrete ARE solution ⋮ On the ADI method for Sylvester equations ⋮ Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows ⋮ Inner-outer factorization and the inversion of locally finite systems of equations ⋮ Singular value analysis of deformable systems ⋮ A Schur method for the square root of a matrix ⋮ New bound on the sensitivity of the solution of the Lyapunov equation ⋮ A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems ⋮ Mean and variance of the LQG cost function
This page was built for software: Algorithm 432