A Multigrid Method to Solve Large Scale Sylvester Equations

DOI10.1137/040618102MaRDI QIDQ3516134zbMATH OpenOpenAlexFDO

Authors L. Grasedyck, Wolfgang Hackbusch

Publication date 1 August 2008

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/040618102

zbMATH Keywords

algorithmfast solverlinear complexitylow rank approximationLyapunov equationmultigrid methodRiccati equationSylvester matrix equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50)

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Cited in

(28)

• Multigrid methods for saddle point problems: Oseen system
• Solution of linear systems in high spatial dimensions
• Matrix equation techniques for certain evolutionary partial differential equations
• Solving differential Riccati equations: a nonlinear space-time method using tensor trains
• On the convergence of Krylov methods with low-rank truncations
• On two classes of mixed-type Lyapunov equations
• Solving stable Sylvester equations via rational iterative schemes
• The dynamical functional particle method for multi-term linear matrix equations
• Multigrid methods for tensor structured Markov chains with low rank approximation
• Computational Methods for Linear Matrix Equations
• Model order reduction for linear and nonlinear systems: a system-theoretic perspective
• Nonlinear multigrid for the solution of large-scale Riccati equations in low-rank and H-matrix format.
• Low rank solution of data-sparse Sylvester equations
• Solving rank-structured Sylvester and Lyapunov equations
• Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
• A gradient based iterative solutions for Sylvester tensor equations
• Solving negative order equations by the multigrid method via variable substitution
• Riemannian multigrid line search for low-rank problems
• Sparse grid approximation of the Riccati operator for closed loop parabolic control problems with Dirichlet boundary control
• Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
• Balancing based model reduction for structured index-2 unstable descriptor systems with application to flow control
• Numerical solution of singular Sylvester equations
• The solutions of a class of Sylvester-like linear matrix equations and the estimation of the associated measurements of their solutions
• Fast tensor product solvers for optimization problems with fractional differential equations as constraints
• Inverse iteration for Sylvester operators
• Sketched and truncated polynomial Krylov subspace methods: matrix Sylvester equations
• Sparse grid approximation of the Riccati equation
• Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic

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