On the generalized ADI method for the matrix equation \(X- AXB\)=\(C\) (Q1398704)
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| Language | Label | Description | Also known as |
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| English | On the generalized ADI method for the matrix equation \(X- AXB\)=\(C\) |
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On the generalized ADI method for the matrix equation \(X- AXB\)=\(C\) (English)
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7 August 2003
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The authors consider the generalized alternating direction implicit (ADI) iterative method for solving the matrix equation \(X-AXB=C\). For analysing the convergence of the iterative method a corresponding rational approximation problem is formulated and investigated. A theory on the characterization and uniqueness of the optimal solution is presented. A Remes like algorithm for the computation of that solution is described and its convergence is proved. Finally, numerical experiments are reported.
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ADI method
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rational approximation
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Remes algorithm
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alternating direction implicit iterative method
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matrix equation
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convergence
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optimal solution
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numerical experiments
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