On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations (Q2359587)
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scientific article; zbMATH DE number 6734415
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| English | On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations |
scientific article; zbMATH DE number 6734415 |
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On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations (English)
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22 June 2017
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Summary: In the present paper, we consider the large scale Stein matrix equation with a low-rank constant term \(AXB-X+EF^T=0\). These matrix equations appear in many applications in discrete-time control problems, filtering and image restoration and others. The proposed methods are based on projection onto the extended block Krylov subspace with a Galerkin approach (GA) or with the minimization of the norm of the residual. We give some results on the residual and error norms and report some numerical experiments.
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extended block Krylov subspaces
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low-rank approximation
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Stein matrix equation
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Galerkin approach (GA)
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minimal residual (MR) methods
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