On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations
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.
- A Deflated Version of the Conjugate Gradient Algorithm
- A Hessenberg-Schur method for the problem AX + XB= C
- A minimal residual norm method for large-scale Sylvester matrix equations
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- A preconditioned block Arnoldi method for large Sylvester matrix equations
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
- Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations
- Block Krylov subspace methods for solving large Sylvester equations
- Computational Methods for Linear Matrix Equations
- Extended Arnoldi methods for large low-rank Sylvester matrix equations
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- scientific article; zbMATH DE number 1953444 (Why is no real title available?)
- scientific article; zbMATH DE number 1487965 (Why is no real title available?)
- scientific article; zbMATH DE number 4187010 (Why is no real title available?)
- Iterative methods for \(X-AXB=C\)
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- Low rank approximate solutions to large Sylvester matrix equations
- Minimal residual methods for large scale Lyapunov equations
- On Smith-type iterative algorithms for the Stein matrix equation
- On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems
- Positive definite solutions of the nonlinear matrix equation \(X + A^H\bar{X}^{-1}A = I\)
- Projection methods for large Lyapunov matrix equations
- Recursion relations for the extended Krylov subspace method
- Sylvester Tikhonov-regularization methods in image restoration
- The University of Florida sparse matrix collection
- Toward solution of matrix equation \(X=Af(X)B+C\)
- Towards positive definite solutions of a class of nonlinear matrix equations
- Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
- An alternative extended block Arnoldi method for solving low-rank Sylvester equations
- Extended Krylov subspace methods for solving Sylvester and Stein tensor equations
- The Block Rational Arnoldi Method
- The extended block Arnoldi method for solving generalized differential Sylvester equations
- Numerical methods for solving large-scale systems of differential equations
- A low-rank global Krylov squared Smith method for solving large-scale Stein matrix equation
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