An Error Analysis for Rational Galerkin Projection Applied to the Sylvester Equation
From MaRDI portal
Publication:3116415
DOI10.1137/110824590zbMath1244.65057OpenAlexW1986448409MaRDI QIDQ3116415
Publication date: 22 February 2012
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/84c7a0caba53601bd28b97e82850c816cbce87b2
error estimatesLyapunov matrix equationalternating direction implicit methodSylvester matrix equationGalerkin projectionrational Krylov space
Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Linear equations (linear algebraic aspects) (15A06)
Related Items
Low rank methods for a class of generalized Lyapunov equations and related issues ⋮ Computational Methods for Linear Matrix Equations ⋮ Rational Krylov for Stieltjes matrix functions: convergence and pole selection ⋮ On the Singular Values of Matrices with Displacement Structure ⋮ Improved ParaDiag via low-rank updates and interpolation ⋮ Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations ⋮ An Efficient Block Rational Krylov Solver for Sylvester Equations with Adaptive Pole Selection ⋮ A Krylov Subspace Method for the Approximation of Bivariate Matrix Functions ⋮ Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations ⋮ Approximation of functions of large matrices with Kronecker structure ⋮ Combined error estimates for local fluctuations of SPDEs ⋮ On the singular values of matrices with high displacement rank ⋮ A note on the Davison-Man method for Sylvester matrix equations ⋮ A Sylvester–Arnoldi type method for the generalized eigenvalue problem with two‐by‐two operator determinants ⋮ Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations ⋮ The ADI iteration for Lyapunov equations implicitly performsH2pseudo-optimal model order reduction ⋮ Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems ⋮ Functions of rational Krylov space matrices and their decay properties ⋮ Projection methods for large-scale T-Sylvester equations ⋮ Fast Solvers for Two-Dimensional Fractional Diffusion Equations Using Rank Structured Matrices ⋮ Bounds on the Singular Values of Matrices with Displacement Structure ⋮ Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations ⋮ Low-Rank Updates of Matrix Functions II: Rational Krylov Methods ⋮ Fast Singular Value Decay for Lyapunov Solutions with Nonnormal Coefficients