Computational Methods for Linear Matrix Equations
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- $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- A Faddeev sequence method for solving Lyapunov and Sylvester equations
- A Hessenberg-Schur method for the problem AX + XB= C
- A LINPACK-style condition estimator for the equation<tex>AX-XB^{T} = C</tex>
- A Multigrid Method to Solve Large Scale Sylvester Equations
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- A Perturbation Analysis for Nonlinear Selfadjoint Operator Equations
- A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
- A computational method for symmetric Stein matrix equations
- A convergence analysis of GMRES and FOM methods for Sylvester equations
- A direct method for solving projected generalized continuous-time Sylvester equations
- A literature survey of low-rank tensor approximation techniques
- A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations
- A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
- A modified low-rank Smith method for large-scale Lyapunov equations
- A new block algorithm for full-rank solution of the sylvester-observer equation
- A new inertia theorem for Stein equations, inertia of invertible Hermitian block Toeplitz matrices and matrix orthogonal polynomials
- A note on Hammarling's algorithm for the discrete Lyapunov equation
- A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications
- A numerical algorithm for solving the matrix equation AX + X^TB = C
- A numerical algorithm to solve<tex>A^{T}XA - X = Q</tex>
- A projection method for model reduction of bilinear dynamical systems
- A projection method to solve linear systems in tensor format
- A structure preserving FGMRES method for solving large Lyapunov equations
- A two-variable approach to solve the polynomial Lyapunov equation
- ADI preconditioned Krylov methods for large Lyapunov matrix equations
- ARPACK Users' Guide
- Adaptive rational Krylov subspaces for large-scale dynamical systems
- Adaptive tangential interpolation in rational Krylov subspaces for MIMO dynamical systems
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Algorithm 705; a FORTRAN-77 software package for solving the Sylvester matrix equation AXB T + CXD T = E
- Alternating Direction Implicit Iteration for Systems with Complex Spectra
- An Algorithm for Generalized Matrix Eigenvalue Problems
- An In‐Core Finite Difference Method for Separable Boundary Value Problems on a Rectangle
- An error analysis for rational Galerkin projection applied to the Sylvester equation
- Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation
- Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
- Application of ADI Iterative Methods to the Restoration of Noisy Images
- Approximate solution of large sparse Lyapunov equations
- Approximation of Large-Scale Dynamical Systems
- Arnoldi methods for large Sylvester-like observer matrix equations, and an associated algorithm for partial spectrum assignment
- Arnoldi-Riccati method for large eigenvalue problems
- Balanced averaging of bilinear systems with applications to stochastic control
- Bibliography of A. M. Lyapunov's work
- Block Krylov subspace methods for solving large Sylvester equations
- Block variants of Hammarling's method for solving Lyapunov equations
- Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix
- Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
- Closed-form solutions to Sylvester-conjugate matrix equations
- Condensed Forms for Efficient Time-Invariant Kalman Filtering
- Condition Numbers of the Generalized Sylvester Equation
- Conditions for unique solvability of the matrix equation AX + X^TB = C
- Consistency for bi(skew)symmetric solutions to systems of generalized Sylvester equations over a finite central algebra
- Constrained Matrix Sylvester Equations
- Construction of square root factor for solution of the Lyapunov matrix equation
- Controllability, observability and the solution of AX-XB=C
- Convergence analysis of projection methods for the numerical solution of large Lyapunov equations
- Convergence analysis of the extended Krylov subspace method for the Lyapunov equation
- Cross-Gramian based model reduction for data-sparse systems
- Design of reduced-order observers with precise loop transfer recovery
- Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.
- Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
- Direct methods for matrix Sylvester and Lyapunov equations
- Disturbance decoupling using constrained Sylvester equations
- Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method
- Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data
- Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
- Evaluation of the linear matrix equation solvers in SLICOT
- Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
- Explicit Solutions of Linear Matrix Equations
- Explicit Solutions of the Matrix Equation $\sum {A^i XD_i } = C$
- Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- Extended Krylov subspace for parameter dependent systems
- Factored forms for solutions of \(AX-XB=C\) and \(X-AXB=C\) in companion matrices
- Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic
- Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure
- Formal derivation of algorithms
- Functions of Matrices
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Generalised tangential interpolation for model reduction of discrete-time MIMO bilinear systems
- Generalized Schur methods with condition estimators for solving the generalized Sylvester equation
- Global FOM and GMRES algorithms for matrix equations
- Gradient based iterative algorithm for solving coupled matrix equations
- How and Why to Solve the Operator Equation AX −XB = Y
- Implicit QR algorithms for palindromic and even eigenvalue problems
- Implicitly Restarted Krylov Subspace Methods for Stable Partial Realizations
- Inverse iteration for purely imaginary eigenvalues with application to the detection of Hopf bifurcations in large-scale problems
- Iterative least-squares solutions of coupled sylvester matrix equations
- Iterative solution of the Lyapunov matrix equation
- Kronecker Maps and Sylvester-Polynomial Matrix Equations
- Krylov Subspace Methods
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- Krylov subspace methods for large-scale constrained Sylvester equations
- Krylov subspace methods for linear systems with tensor product structure
- Krylov-subspace methods for the Sylvester equation
- LAPACK-style algorithms and software for solving the generalized Sylvester equation and estimating the separation between regular matrix pairs
- Large-scale Stein and Lyapunov equations, Smith method, and applications
- Least-Squares Approximate Solution of Overdetermined Sylvester Equations
- Linear Matrix Equations Controllability and Observability, and the Rank of Solutions
- Linear and numerical linear algebra in control theory: Some research problems
- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- Low Rank Solution of Lyapunov Equations
- Low rank approximate solutions to large Sylvester matrix equations
- Low rank methods for a class of generalized Lyapunov equations and related issues
- Low rank solution of data-sparse Sylvester equations
- Low-rank tensor Krylov subspace methods for parametrized linear systems
- Lyapunov equation for infinite-dimensional discrete bilinear systems
- Lyapunov equations for companion matrices
- Lyapunov equations, energy functionals, and model order reduction of bilinear and stochastic systems
- Lyapunov inverse iteration for computing a few rightmost eigenvalues of large generalized eigenvalue problems
- Lyapunov matrix equations in system stability and control.
- Matrix Equation XA + BX = C
- Matrix Krylov subspace methods for large scale model reduction problems
- Matrix and other direct methods for the solution of systems of linear difference equations
- Methods for the solution ofAXD−BXC=E and its application in the numerical solution of implicit ordinary differential equations
- Minimal residual methods for large scale Lyapunov equations
- Model order reduction: Theory, research aspects and applications. Selected papers based on the presentations at the workshop `Model order reduction, coupled problems and optimization', Leiden, The Netherlands, September 19--23, 2005.
- NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
- New approach to robust observer design
- Nonlinear multigrid for the solution of large-scale Riccati equations in low-rank and H-matrix format.
- Nonlinear systems – algebraic gramians and model reduction
- Nonmodal stability theory
- Nonsingular solutions of TA-BT=C
- Numerical Methods for Nearly Singular Constrained Matrix Sylvester Equations
- Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
- Numerical linear algebra aspects of control design computations
- Numerical solution and perturbation theory for generalized Lyapunov equations
- Numerical solution of algebraic Riccati equations.
- Numerical solution of generalized Lyapunov equations
- Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
- Numerical solution of the Lyapunov equation by approximate power iteration
- Numerical solution of the discrete-time, convergent, non-negative definite Lyapunov equation
- Oblique Production Methods for Large Scale Model Reduction
- On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
- On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process
- On a fundamental property of the cross- Gramian matrix
- On solving the Lyapunov and Stein equations for a companion matrix
- On the ADI method for Sylvester equations
- On the ADI method for the Sylvester equation and the optimal-\({\mathcal H}_{2}\) points
- On the Lyapunov and Stein equations
- On the Lyapunov and Stein equations. II.
- On the decay rate of Hankel singular values and related issues
- On the matrix equation \(XA+AX^T=0\)
- On the numerical solution of AX-XB=C
- On the solution of Stein's equation and Fisher's information matrix of an ARMAX process
- On the solution of a Sylvester equation appearing in descriptor systems control theory
- On the solution of large Sylvester‐observer equations
- On the squared Smith method for large-scale Stein equations
- On the structure of balanced and other principal representations of SISO systems
- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Parametric solutions to the generalized discrete Sylvester matrix equation MXN - X = TY and their applications
- Perturbation theory and backward error for AX - XB = C
- Perturbation theory for matrix equations
- Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations
- Preconditioning steady-state Navier-Stokes equations with random data
- Projection methods for large Lyapunov matrix equations
- Projection methods for large-scale T-Sylvester equations
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Rational Krylov sequence methods for eigenvalue computation
- Recent computational developments in Krylov subspace methods for linear systems
- Recursive blocked algorithms for solving triangular systems—Part I
- Recursive blocked algorithms for solving triangular systems—Part II
- Reduced order observers: A new algorithm and proof
- SOR for AX-XB=C
- Simultaneous eigenvalue lower bounds for the Lyapunov matrix equation
- Solution of Lyapunov equations by alternating direction implicit iteration
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- Solution of the Sylvester matrix equation AXB T + CXD T = E
- Solution to sylvester equation associated to linear descriptor systems
- Solutions to the matrix equation \(AX - EXF=BY\)
- Solving stable Sylvester equations via rational iterative schemes
- Solving stable generalized Lyapunov equations with the matrix sign function
- Solving the Stein Equation in compound poisson approximation
- Solving the algebraic Riccati equation with the matrix sign function
- Specialized parallel algorithms for solving Lyapunov and Stein equations
- Structured Condition Numbers for Invariant Subspaces
- Sylvester equations and projection-based model reduction.
- Synthesis of minimum roundoff noise fixed point digital filters
- THE EVALUATION OF INTEGRALS OF PRODUCTS OF LINEAR SYSTEM RESPONSES
- TT-cross approximation for multidimensional arrays
- Tensor Decompositions and Applications
- The Equation XR + QY = \Phi : A Characterization of Solutions
- The Equations ATX\pm XTA=B
- The Equations AX - YB = C and AX - XB = C in Matrices
- The Matrix Eigenvalue Problem
- The Matrix Equation A\bar X - XB = C and Its Special Cases
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- The Sensitivity of the Stable Lyapunov Equation
- The Sylvester equation and approximate balanced reduction
- The generalized Sylvester equation in polynomial matrices
- The matrix equation \(X-AXB=C\) and an analogue of Roth's theorem
- The solution of the equation \(AX + X^{\star}B =0\)
- The solution of the equation \(XA+AX^T=0\) and its application to the theory of orbits
- The solution of the matrix equations \(AXB-CXD=E\) and \((YA-DZ,YC- BZ)=(E,F)\)
- Three methods for refining estimates of invariant subspaces
- Toward solution of matrix equation \(X=Af(X)B+C\)
- \(H(\text{div})\) preconditioning for a mixed finite element formulation of the diffusion problem with random data
Cited in
(only showing first 100 items - show all)- Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations
- Kronecker Product Approximation of Operators in Spectral Norm via Alternating SDP
- Weighted and deflated global GMRES algorithms for solving large Sylvester matrix equations
- Recursive blocked algorithms for linear systems with Kronecker product structure
- Quasi-stationary distributions and resilience: what to get from a sample?
- Solving rank-structured Sylvester and Lyapunov equations
- Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
- Robust isogeometric preconditioners for the Stokes system based on the fast diagonalization method
- Combined error estimates for local fluctuations of SPDEs
- The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients
- The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem
- An extension method for fully fuzzy Sylvester matrix equation
- The matrix equation MX + XN = B in the VLSI model
- Data-driven balancing of linear dynamical systems
- Low-dimensional approximations of high-dimensional asset price models
- Solving the generalized Sylvester equation with a novel fast extended neurodynamics
- A modified gradient-based algorithm for solving extended sylvester-conjugate matrix equations
- Energy-based approximation of linear systems with polynomial outputs
- Gramian-based model reduction for unstable stochastic systems
- Spectral and modal methods for studying stability and control of electric power systems
- Preconditioned low-rank Riemannian optimization for linear systems with tensor product structure
- On the convergence of conjugate direction algorithm for solving coupled Sylvester matrix equations
- Improved zeroing neural models based on two novel activation functions with exponential behavior
- Localization in matrix computations: theory and applications
- An output error bound for time-limited balanced truncation
- Unstable modes in projection-based reduced-order models: how many can there be, and what do they tell you?
- Nonlinear recurrent neural networks for finite-time solution of general time-varying linear matrix equations
- A nested divide-and-conquer method for tensor Sylvester equations with positive definite hierarchically semiseparable coefficients
- Hyperspectral Super-resolution Accounting for Spectral Variability: Coupled Tensor LL1-Based Recovery and Blind Unmixing of the Unknown Super-resolution Image
- Fast singular value decay for Lyapunov solutions with nonnormal coefficients
- Truncated LSQR for matrix least squares problems
- Least-squares solutions of generalized Sylvester-type quaternion matrix equations
- Model order reduction of port-Hamiltonian systems with inhomogeneous initial conditions via approximate finite-time Gramians
- A POD approach to identify and control PDEs online through state dependent Riccati equations
- Fast solvers for two-dimensional fractional diffusion equations using rank structured matrices
- Bounding Zolotarev numbers using Faber rational functions
- Generalized Preconditioned Locally Harmonic Residual Method for Non-Hermitian Eigenproblems
- On the Approximability of Koopman-Based Operator Lyapunov Equations
- The infinite Lanczos method for symmetric nonlinear eigenvalue problems
- Residual-based iterations for the generalized Lyapunov equation
- Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
- Implicit and fractional-derivative operators in infinite networks of integer-order components
- Low-rank-modified Galerkin methods for the Lyapunov equation
- On the implementation of the Chebyshev spectral method for two-dimensional elliptic equations with mixed derivatives
- A numerical algorithm for solving a class of matrix equations
- Solvability and uniqueness criteria for generalized Sylvester-type equations
- Sparsity preserving optimal control of discretized PDE systems
- On convergence of a sketch-and-project method for the matrix equation AXB = C
- Wasserstein Riemannian geometry of Gaussian densities
- Numerical solution of a class of third order tensor linear equations
- On relaxed acceleration of the ADI iteration
- On the Sylvester-like matrix equation AX+f(X)B=C
- Shift-splitting iteration method and its variants for solving continuous Sylvester equations
- A Low-Rank Matrix Equation Method for Solving PDE-Constrained Optimization Problems
- Solving cubic matrix equations arising in conservative dynamics
- Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
- A low-rank global Krylov squared Smith method for solving large-scale Stein matrix equation
- Parameter-robust stochastic Galerkin mixed approximation for linear poroelasticity with uncertain inputs
- Global FOM and GMRES algorithms for a class of complex matrix equations
- On the singular values of matrices with high displacement rank
- State dependent Riccati for dynamic boundary control to optimize irrigation in Richards' equation framework
- Restarted global FOM and GMRES algorithms for the Stein-like matrix equation \(X + \mathcal{M}(X) = C\)
- Iterative algorithm for a generalized matrix equation with momentum acceleration approach and its convergence analysis
- Low-rank exponential integrators for stiff differential Riccati equations
- Data-Driven and Low-Rank Implementations of Balanced Singular Perturbation Approximation
- Preconditioned low-rank Riemannian optimization for symmetric positive definite linear matrix equations
- Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
- Effective error estimation for model reduction with inhomogeneous initial conditions
- On the calculation of the \(T\)-congruence centralizer
- State-dependent Riccati equation feedback stabilization for nonlinear PDEs
- Sketched and truncated polynomial Krylov subspace methods: matrix Sylvester equations
- The solution of fuzzy Sylvester matrix equation
- A projected super-penalty method for the \(C^1\)-coupling of multi-patch isogeometric Kirchhoff plates
- On the singular values of matrices with displacement structure
- Proximal linearization methods for Schatten p-quasi-norm minimization
- Gradient descent-based parameter-free methods for solving coupled matrix equations and studying an application in dynamical systems
- Greedy algorithm for parameter dependent operator Lyapunov equations
- Projection methods for large-scale T-Sylvester equations
- Matrix-equation-based strategies for convection-diffusion equations
- A randomized block Douglas-Rachford method for solving linear matrix equation
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- Low-rank tensor structure preservation in fractional operators by means of exponential sums
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- Efficient low-rank solution of generalized Lyapunov equations
- On certain classes of nonlinear matrix equations: theory, applications, and numerical solution
- Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems
- Solving a system of complex matrix equations using a gradient-based method and its application in image restoration
- Integral solution of linear multi-term matrix equation and its spectral decompositions
- Matrix oriented reduction of space-time Petrov-Galerkin variational problems
- Construction of energy-stable projection-based reduced order models
- A linear algebraic approach to Datalog evaluation
- A Taylor expansion of the square root matrix function
- Numerical approximation of Poisson problems in long domains
- A numerical method on the mixed solution of matrix equation \(\sum_{i = 1}^t A_i X_i B_i = E\) with sub-matrix constraints and its application
- Multilinear POD-DEIM model reduction for 2D and 3D semilinear systems of differential equations
- Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations
- Numerical methods for solving a class of matrix equations arising from inference for ranked set sampling on imperfect ranking
- Commuting solutions of the Yang-Baxter-like matrix equation for a class of rank-two updated matrices
- Numerical solution of singular Sylvester equations
- Low-Rank Updates of Matrix Functions II: Rational Krylov Methods
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