Computational Methods for Linear Matrix Equations
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Cites work
- \(H(\text{div})\) preconditioning for a mixed finite element formulation of the diffusion problem with random data
- $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
- A computational method for symmetric Stein matrix equations
- A convergence analysis of GMRES and FOM methods for Sylvester equations
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- A direct method for solving projected generalized continuous-time Sylvester 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 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 Multigrid Method to Solve Large Scale Sylvester 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 New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- 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 Perturbation Analysis for Nonlinear Selfadjoint Operator Equations
- A projection method for model reduction of bilinear dynamical systems
- A projection method to solve linear systems in tensor format
- A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
- A structure preserving FGMRES method for solving large Lyapunov equations
- A two-variable approach to solve the polynomial Lyapunov equation
- Adaptive rational Krylov subspaces for large-scale dynamical systems
- Adaptive tangential interpolation in rational Krylov subspaces for MIMO dynamical systems
- ADI preconditioned Krylov methods for large Lyapunov matrix equations
- 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 error analysis for rational Galerkin projection applied to the Sylvester equation
- An In‐Core Finite Difference Method for Separable Boundary Value Problems on a Rectangle
- 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
- ARPACK Users' Guide
- 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 subspace for parameter dependent systems
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- 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
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- 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 large-scale constrained Sylvester equations
- Krylov subspace methods for linear systems with tensor product structure
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- 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 and numerical linear algebra in control theory: Some research problems
- Linear Matrix Equations Controllability and Observability, and the Rank of Solutions
- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- 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 Solution of Lyapunov 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 and other direct methods for the solution of systems of linear difference equations
- Matrix Equation XA + BX = C
- Matrix Krylov subspace methods for large scale model reduction problems
- 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.
- 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 linear algebra aspects of control design computations
- Numerical Methods for Nearly Singular Constrained Matrix Sylvester Equations
- Numerical solution and perturbation theory for generalized Lyapunov equations
- Numerical solution of algebraic Riccati equations.
- NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
- 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 discrete-time, convergent, non-negative definite Lyapunov equation
- Numerical solution of the Lyapunov equation by approximate power iteration
- Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
- Oblique Production Methods for Large Scale Model Reduction
- On a fundamental property of the cross- Gramian matrix
- On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
- On solving the Lyapunov and Stein equations for a companion matrix
- On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process
- On the ADI method for Sylvester equations
- On the ADI method for the Sylvester equation and the optimal-\({\mathcal H}_{2}\) points
- On the decay rate of Hankel singular values and related issues
- On the Lyapunov and Stein equations
- On the Lyapunov and Stein equations. II.
- On the matrix equation \(XA+AX^T=0\)
- On the numerical solution of AX-XB=C
- On the solution of a Sylvester equation appearing in descriptor systems control theory
- On the solution of large Sylvester‐observer equations
- On the solution of Stein's equation and Fisher's information matrix of an ARMAX process
- 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
- Simultaneous eigenvalue lower bounds for the Lyapunov matrix equation
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- Solution of Lyapunov equations by alternating direction implicit iteration
- 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 generalized Lyapunov equations with the matrix sign function
- Solving stable Sylvester equations via rational iterative schemes
- Solving the algebraic Riccati equation with the matrix sign function
- Solving the Stein Equation in compound poisson approximation
- SOR for AX-XB=C
- 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
- 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 EVALUATION OF INTEGRALS OF PRODUCTS OF LINEAR SYSTEM RESPONSES
- The generalized Sylvester equation in polynomial matrices
- The Matrix Eigenvalue Problem
- The matrix equation \(X-AXB=C\) and an analogue of Roth's theorem
- 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 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 \((YA-DZ,YC- BZ)=(E,F)\)
- The Sylvester equation and approximate balanced reduction
- Three methods for refining estimates of invariant subspaces
- Toward solution of matrix equation \(X=Af(X)B+C\)
- TT-cross approximation for multidimensional arrays
Cited in
(only showing first 100 items - show all)- Estimating reducible stochastic differential equations by conversion to a least-squares problem
- The solution of fuzzy Sylvester matrix equation
- A Taylor expansion of the square root matrix function
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- Computationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equations
- A low-rank approach to the solution of weak constraint variational data assimilation problems
- A simultaneous decomposition for seven matrices with applications
- Wasserstein Riemannian geometry of Gaussian densities
- A comparison of sub-Gramian analysis with eigenvalue analysis for stability estimation of large dynamical systems
- 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?
- Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations
- Global FOM and GMRES algorithms for a class of complex matrix equations
- On the singular values of matrices with high displacement rank
- Sparsity preserving optimal control of discretized PDE systems
- Robust isogeometric preconditioners for the Stokes system based on the fast diagonalization method
- Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
- Combined error estimates for local fluctuations of SPDEs
- On the convergence of conjugate direction algorithm for solving coupled Sylvester matrix equations
- Implicit and fractional-derivative operators in infinite networks of integer-order components
- Sylvester-based preconditioning for the waveguide eigenvalue problem
- Solvability and uniqueness criteria for generalized Sylvester-type equations
- Restarted global FOM and GMRES algorithms for the Stein-like matrix equation \(X + \mathcal{M}(X) = C\)
- Residual-based iterations for the generalized Lyapunov equation
- Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations
- A global variant of the COCR method for the complex symmetric Sylvester matrix equation \(AX+XB=C\)
- A quadrature framework for solving Lyapunov and Sylvester equations
- Matrix equation techniques for certain evolutionary partial differential equations
- A flexible global GCRO-DR method for shifted linear systems and general coupled matrix equations
- Functions of rational Krylov space matrices and their decay properties
- Analytic functional calculus for two operators
- Structured perturbation analysis for an infinite size quasi-Toeplitz matrix equation with applications
- Enhanced solution of 2D incompressible Navier-Stokes equations based on an immersed-boundary generalized harmonic polynomial cell method
- Some iterative approaches for Sylvester tensor equations. I: A tensor format of truncated loose simpler GMRES
- Developing Kaczmarz method for solving Sylvester matrix equations
- Bounding Zolotarev numbers using Faber rational functions
- An extension method for fully fuzzy Sylvester matrix equation
- Gramian-based model reduction for unstable stochastic systems
- Model order reduction of port-Hamiltonian systems with inhomogeneous initial conditions via approximate finite-time Gramians
- Numerical approximation of Poisson problems in long domains
- Multilinear POD-DEIM model reduction for 2D and 3D semilinear systems of differential equations
- Model reduction of linear dynamical systems via balancing for Bayesian inference
- On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation A X B = C
- A computationally efficient strategy for time-fractional diffusion-reaction equations
- Passivity preserving model reduction via spectral factorization
- Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
- Nonintrusive model order reduction for cross-diffusion systems
- Stationary splitting iterative methods for the matrix equation AXB=C
- Nonlinear recurrent neural networks for finite-time solution of general time-varying linear matrix equations
- Greedy low-rank algorithm for spatial connectome regression
- Recursive blocked algorithms for linear systems with Kronecker product structure
- Numerical solution of a class of third order tensor linear equations
- Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations
- An alternative extended block Arnoldi method for solving low-rank Sylvester equations
- On global Hessenberg based methods for solving Sylvester matrix equations
- Quasi-stationary distributions and resilience: what to get from a sample?
- Matrix-oriented discretization methods for reaction-diffusion PDEs: comparisons and applications
- Inexact methods for the low rank solution to large scale Lyapunov equations
- Modified Douglas splitting method for differential matrix equations
- Exponential integrators for large-scale stiff Riccati differential equations
- Computing low-rank rightmost eigenpairs of a class of matrix-valued linear operators
- On the convergence of Krylov methods with low-rank truncations
- A projected super-penalty method for the \(C^1\)-coupling of multi-patch isogeometric Kirchhoff plates
- Greedy algorithm for parameter dependent operator Lyapunov equations
- 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
- Iterative Tikhonov regularization of tensor equations based on the Arnoldi process and some of its generalizations
- Line integral solution of differential problems
- A note on the -Stein matrix equation
- Weighted and deflated global GMRES algorithms for solving large Sylvester matrix equations
- The general solution to a system of coupled Sylvester-type quaternion tensor equations involving \(\eta\)-Hermicity
- Commuting solutions of the Yang-Baxter-like matrix equation for a class of rank-two updated matrices
- On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
- Matrix completions for linear matrix equations
- Generalization of Roth's solvability criteria to systems of matrix equations
- On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations
- Cramer's rules of \(\eta \)-(skew-)Hermitian solutions to the quaternion Sylvester-type matrix equations
- Rational Krylov for Stieltjes matrix functions: convergence and pole selection
- Matrix equation solving of PDEs in polygonal domains using conformal mappings
- On circulant and skew-circulant splitting algorithms for (continuous) Sylvester equations
- Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
- Convergence analysis of gradient-based iterative algorithms for a class of rectangular Sylvester matrix equations based on Banach contraction principle
- Projection method for the fluctuating hydrodynamics equations
- The dynamical functional particle method for multi-term linear matrix equations
- New results of the IO iteration algorithm for solving Sylvester matrix equation
- Proximal linearization methods for Schatten p-quasi-norm minimization
- On an integrated Krylov-ADI solver for large-scale Lyapunov equations
- Solving cubic matrix equations arising in conservative dynamics
- Numerical solution of a class of quasi-linear matrix equations
- State-dependent Riccati equation feedback stabilization for nonlinear PDEs
- The infinite Lanczos method for symmetric nonlinear eigenvalue problems
- GMRES algorithms over 35 years
- Stein-based preconditioners for weak-constraint 4D-var
- Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD
- Frequency-limited balanced truncation with low-rank approximations
- Generalized Preconditioned Locally Harmonic Residual Method for Non-Hermitian Eigenproblems
- Projection methods for large-scale T-Sylvester equations
- Isogeometric preconditioners based on fast solvers for the Sylvester equation
- Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
- Numerical solution of matrix equations of the form \(X + AX ^TB = C\)
- On the Sylvester-like matrix equation AX+f(X)B=C
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