On the squared Smith method for large-scale Stein equations

DOI10.1002/NLA.1918MaRDI QIDQ2948075zbMATH OpenOpenAlexWikidataFDO

Authors Peter Benner, G. El Khoury, M. Sadkane

Publication date 29 September 2015

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.1918

zbMATH Keywords

block Arnoldiconvergencelow-rank factornumerical examplessquared Smith iterationStein equationSylvester equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

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Cites work

• A convergence analysis of GMRES and FOM methods for Sylvester equations
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations
• ADI preconditioned Krylov methods for large Lyapunov matrix equations
• Application of ADI Iterative Methods to the Restoration of Noisy Images
• Approximation of Large-Scale Dynamical Systems
• Block Krylov subspace methods for solving large Sylvester equations
• Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
• Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• scientific article; zbMATH DE number 802915 (Why is no real title available?)
• Iterative methods for \(X-AXB=C\)
• Iterative solution of the Lyapunov matrix equation
• Krylov-subspace methods for the Sylvester equation
• Large-scale Stein and Lyapunov equations, Smith method, and applications
• Matrix Equation XA + BX = C
• NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
• On the ADI method for Sylvester equations
• On the numerical solution of AX-XB=C
• On the numerical solution of large-scale sparse discrete-time Riccati equations

Cited in

(7)

• Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
• Large-scale Stein and Lyapunov equations, Smith method, and applications
• Computational Methods for Linear Matrix Equations
• A systolic algorithm for the triangular stein equation
• Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction
• Factorized squared Smith method for large-scale Stein equations with high-rank terms
• A low-rank global Krylov squared Smith method for solving large-scale Stein matrix equation

Describes a project that uses

Uses Software

• Matlab

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