A subspace-conjugate gradient method for linear matrix equations
In this paper, the authors propose a subspace-conjugate gradient algorithm for large-scale multiterm linear matrix equations with symmetric positive definite operators. The method leverages low-rank iterates and subspace information, extending classical matrix-oriented conjugate gradient by imposing orthogonality over larger subspaces and connecting it with projection techniques. Memory-saving strategies, including a randomized range-finding procedure, address operator evaluation limits. Numerical experiments illustrate the efficiency of the proposed method compared with existing iterative approaches.
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