Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations
From MaRDI portal
Publication:2197206
Abstract: We consider a class of linear matrix equations involving semi-infinite matrices which have a quasi-Toeplitz structure. These equations arise in different settings, mostly connected with PDEs or the study of Markov chains such as random walks on bidimensional lattices. We present the theory justifying the existence in an appropriate Banach algebra which is computationally treatable, and we propose several methods for their solutions. We show how to adapt the ADI iteration to this particular infinite dimensional setting, and how to construct rational Krylov methods. Convergence theory is discussed, and numerical experiments validate the proposed approaches.
Recommendations
- Structured perturbation analysis for an infinite size quasi-Toeplitz matrix equation with applications
- On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes.
- Solving quadratic matrix equations arising in random walks in the quarter plane
- scientific article; zbMATH DE number 1974610
- Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations
Cites work
- scientific article; zbMATH DE number 3489473 (Why is no real title available?)
- scientific article; zbMATH DE number 1445419 (Why is no real title available?)
- A Hessenberg-Schur method for the problem AX + XB= C
- A rank-exploiting infinite Arnoldi algorithm for nonlinear eigenvalue problems.
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- An error analysis for rational Galerkin projection applied to the Sylvester equation
- Computational Methods for Linear Matrix Equations
- Computing real low-rank solutions of Sylvester equations by the factored ADI method
- Continuous analogues of Krylov subspace methods for differential operators
- Decay rates for quasi-birth-and-death processes with countably many phases and tridiagonal block generators
- Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks
- Explicit Solutions of Linear Matrix Equations
- Fast solvers for two-dimensional fractional diffusion equations using rank structured matrices
- Generalized Rational Krylov Decompositions with an Application to Rational Approximation
- How and Why to Solve the Operator Equation AX −XB = Y
- Krylov subspace methods for functions of fractional differential operators
- Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
- Matrix-equation-based strategies for convection-diffusion equations
- Numerical Methods for Structured Markov Chains
- On functions of quasi-Toeplitz matrices
- On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes.
- On the operator equation \(BX - XA = Q\)
- Quasi-Toeplitz matrix arithmetic: a MATLAB toolbox
- Rational Krylov sequence methods for eigenvalue computation
- Semi-infinite quasi-Toeplitz matrices with applications to QBD stochastic processes
- Solving quadratic matrix equations arising in random walks in the quarter plane
- Solving rank-structured Sylvester and Lyapunov equations
- Some properties of the Arnoldi-based methods for linear ill-posed problems
- Spectral Properties of Banded Toeplitz Matrices
- The infinite bi-Lanczos method for nonlinear eigenvalue problems
Cited in
(5)- Theoretical and computational properties of semi-infinite quasi-Toeplitz \(M\)-matrices
- Geometric means of quasi-Toeplitz matrices
- A computational framework for two-dimensional random walks with restarts
- Structured perturbation analysis for an infinite size quasi-Toeplitz matrix equation with applications
- Computing eigenvalues of semi-infinite quasi-Toeplitz matrices
This page was built for publication: Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2197206)
