Truncated low‐rank methods for solving general linear matrix equations
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Publication:3466255
DOI10.1002/nla.1973zbMath1363.65075OpenAlexW2162572068MaRDI QIDQ3466255
Petar Sirković, Daniel Kressner
Publication date: 1 February 2016
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.1973
Lyapunov equationnumerical experimentsMatlabgeneralized Lyapunov equationGalerkin projectiongeneral linear matrix equationgreedy low-rankpreconditioned gradients
Related Items (16)
Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations ⋮ Numerical approximation of Poisson problems in long domains ⋮ Numerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded Data ⋮ Generalized conjugate direction algorithm for solving the general coupled matrix equations over symmetric matrices ⋮ Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations ⋮ Convergence analysis of gradient-based iterative algorithms for a class of rectangular Sylvester matrix equations based on Banach contraction principle ⋮ Greedy low-rank algorithm for spatial connectome regression ⋮ Numerical solution of singular Sylvester equations ⋮ On the convergence of Krylov methods with low-rank truncations ⋮ Generalized reflexive and anti-reflexive solutions of the coupled Sylvester matrix equations via CD algorithm ⋮ Greedy low-rank approximation in Tucker format of solutions of tensor linear systems ⋮ Residual-based iterations for the generalized Lyapunov equation ⋮ Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations ⋮ Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control ⋮ Backward error and condition number of a generalized Sylvester equation, with application to the stochastic Galerkin method ⋮ Low-Dimensional Approximations of High-Dimensional Asset Price Models
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