A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications (Q2378691)
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A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications (English)
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14 January 2009
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The authors present an iterative method for solving linear matrix equations of the type \[ \sum_{i=1}^q A_i X B_i = C, \] where \(A_i \in \mathbb{R}^{n \times n}\), \(B_i \in \mathbb{R}^{p \times p}\), \(X, C \in \mathbb{R}^{n \times p}\). The algorithm uses the global generalized minimal residual method [see \textit{K.~Jbilou, A.~Messaoudi, H.~Sadok}, Appl. Numer. Math. 31, 49--63 (1999; Zbl 0935.65024)]. Additionally, the application of incomplete LU- and symmetric successive overrelaxation-preconditioning for solving large Sylvester matrix equations is discussed. Finally, numerical examples are presented to illustrate the convergence behaviour of the iterative methods with preconditioners.
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incomplete LU
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linear matrix equation
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global GMRES
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matrix Krylov subspace method
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preconditioning
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ILU preconditioning
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SSOR preconditioning
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generalized minimal residual method
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Sylvester matrix equations
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numerical examples
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convergence
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symmetric successive overrelaxation
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