Computational Methods for Linear Matrix Equations
From MaRDI portal
Publication:3186099
DOI10.1137/130912839zbMath1386.65124MaRDI QIDQ3186099
Publication date: 8 August 2016
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/bf31e4aaa0f2f0cc1318d1742c60a409d68f12ce
Lyapunov equation; Stein equation; Sylvester equation; Schur decomposition; large scale computation; multiple right-hand side; generalized matrix equations
15A24: Matrix equations and identities
65F10: Iterative numerical methods for linear systems
15A06: Linear equations (linear algebraic aspects)
Related Items
Estimating reducible stochastic differential equations by conversion to a least-squares problem, On the Sylvester-like matrix equation \(AX+f(X)B=C\), Matrix-equation-based strategies for convection-diffusion equations, Construction of energy-stable projection-based reduced order models, Efficient low-rank solution of generalized Lyapunov equations, Approximation of functions of large matrices with Kronecker structure, RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations, Integral solution of linear multi-term matrix equation and its spectral decompositions, Spectral and modal methods for studying stability and control of electric power systems, On the calculation of the \(T\)-congruence centralizer, The solution of fuzzy Sylvester matrix equation, A Taylor expansion of the square root matrix function, Adaptive high-order splitting schemes for large-scale differential Riccati equations, Computationally enhanced projection methods for symmetric Sylvester and Lyapunov matrix equations, A low-rank approach to the solution of weak constraint variational data assimilation problems, A simultaneous decomposition for seven matrices with applications, Wasserstein Riemannian geometry of Gaussian densities, A comparison of sub-Gramian analysis with eigenvalue analysis for stability estimation of large dynamical systems, An output error bound for time-limited balanced truncation, Unstable modes in projection-based reduced-order models: how many can there be, and what do they tell you?, Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations, Global FOM and GMRES algorithms for a class of complex matrix equations, On the singular values of matrices with high displacement rank, Sparsity preserving optimal control of discretized PDE systems, Robust isogeometric preconditioners for the Stokes system based on the fast diagonalization method, Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations, Combined error estimates for local fluctuations of SPDEs, On the convergence of conjugate direction algorithm for solving coupled Sylvester matrix equations, Implicit and fractional-derivative operators in infinite networks of integer-order components, Sylvester-based preconditioning for the waveguide eigenvalue problem, Solvability and uniqueness criteria for generalized Sylvester-type equations, Restarted global FOM and GMRES algorithms for the Stein-like matrix equation \(X + \mathcal{M}(X) = C\), Residual-based iterations for the generalized Lyapunov equation, Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations, A global variant of the COCR method for the complex symmetric Sylvester matrix equation \(AX+XB=C\), A quadrature framework for solving Lyapunov and Sylvester equations, Matrix equation techniques for certain evolutionary partial differential equations, A flexible global GCRO-DR method for shifted linear systems and general coupled matrix equations, Functions of rational Krylov space matrices and their decay properties, Analytic functional calculus for two operators, Structured perturbation analysis for an infinite size quasi-Toeplitz matrix equation with applications, Enhanced solution of 2D incompressible Navier-Stokes equations based on an immersed-boundary generalized harmonic polynomial cell method, Some iterative approaches for Sylvester tensor equations. I: A tensor format of truncated loose simpler GMRES, Developing Kaczmarz method for solving Sylvester matrix equations, Bounding Zolotarev numbers using Faber rational functions, An extension method for fully fuzzy Sylvester matrix equation, Gramian-based model reduction for unstable stochastic systems, Model order reduction of port-Hamiltonian systems with inhomogeneous initial conditions via approximate finite-time Gramians, Numerical approximation of Poisson problems in long domains, Multilinear POD-DEIM model reduction for 2D and 3D semilinear systems of differential equations, Model reduction of linear dynamical systems via balancing for Bayesian inference, On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation \(A X B = C\), A computationally efficient strategy for time-fractional diffusion-reaction equations, Passivity preserving model reduction via spectral factorization, Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations, Nonintrusive model order reduction for cross-diffusion systems, Stationary splitting iterative methods for the matrix equation \(AXB=C\), Nonlinear recurrent neural networks for finite-time solution of general time-varying linear matrix equations, Greedy low-rank algorithm for spatial connectome regression, Recursive blocked algorithms for linear systems with Kronecker product structure, Numerical solution of a class of third order tensor linear equations, Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations, An alternative extended block Arnoldi method for solving low-rank Sylvester equations, On global Hessenberg based methods for solving Sylvester matrix equations, Quasi-stationary distributions and resilience: what to get from a sample?, Matrix-oriented discretization methods for reaction-diffusion PDEs: comparisons and applications, Inexact methods for the low rank solution to large scale Lyapunov equations, Modified Douglas splitting method for differential matrix equations, Exponential integrators for large-scale stiff Riccati differential equations, Computing low-rank rightmost eigenpairs of a class of matrix-valued linear operators, On the convergence of Krylov methods with low-rank truncations, A projected super-penalty method for the \(C^1\)-coupling of multi-patch isogeometric Kirchhoff plates, Greedy algorithm for parameter dependent operator Lyapunov equations, A numerical method on the mixed solution of matrix equation \(\sum_{i = 1}^t A_i X_i B_i = E\) with sub-matrix constraints and its application, Iterative Tikhonov regularization of tensor equations based on the Arnoldi process and some of its generalizations, Line integral solution of differential problems, Weighted and deflated global GMRES algorithms for solving large Sylvester matrix equations, The general solution to a system of coupled Sylvester-type quaternion tensor equations involving \(\eta\)-Hermicity, Commuting solutions of the Yang-Baxter-like matrix equation for a class of rank-two updated matrices, On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers, Generalization of Roth's solvability criteria to systems of matrix equations, On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations, Cramer's rules of \(\eta \)-(skew-)Hermitian solutions to the quaternion Sylvester-type matrix equations, Rational Krylov for Stieltjes matrix functions: convergence and pole selection, Matrix equation solving of PDEs in polygonal domains using conformal mappings, On circulant and skew-circulant splitting algorithms for (continuous) Sylvester equations, Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems, Convergence analysis of gradient-based iterative algorithms for a class of rectangular Sylvester matrix equations based on Banach contraction principle, Projection method for the fluctuating hydrodynamics equations, The dynamical functional particle method for multi-term linear matrix equations, New results of the IO iteration algorithm for solving Sylvester matrix equation, Proximal linearization methods for Schatten \(p\)-quasi-norm minimization, On an integrated Krylov-ADI solver for large-scale Lyapunov equations, Solving cubic matrix equations arising in conservative dynamics, Numerical solution of a class of quasi-linear matrix equations, State-dependent Riccati equation feedback stabilization for nonlinear PDEs, The infinite Lanczos method for symmetric nonlinear eigenvalue problems, GMRES algorithms over 35 years, Stein-based preconditioners for weak-constraint 4D-var, Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD, Numerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded Data, Solving Rank-Structured Sylvester and Lyapunov Equations, $\mathcal H_2$-Quasi-Optimal Model Order Reduction for Quadratic-Bilinear Control Systems, A modified gradient‐based algorithm for solving extended Sylvester‐conjugate matrix equations, On the Singular Values of Matrices with Displacement Structure, A linear algebraic approach to datalog evaluation, Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations, Low-Rank Updates of Matrix Functions II: Rational Krylov Methods, Low-Dimensional Approximations of High-Dimensional Asset Price Models, Riemannian Multigrid Line Search for Low-Rank Problems, Parameter-Robust Stochastic Galerkin Mixed Approximation for Linear Poroelasticity with Uncertain Inputs, Efficient Direct Space-Time Finite Element Solvers for Parabolic Initial-Boundary Value Problems in Anisotropic Sobolev Spaces, A Link Between Gramian-Based Model Order Reduction and Moment Matching, Frequency domain integrals for stability preservation in Galerkin-type projection-based model order reduction, Hyperspectral Super-resolution Accounting for Spectral Variability: Coupled Tensor LL1-Based Recovery and Blind Unmixing of the Unknown Super-resolution Image, Data-Driven Balancing of Linear Dynamical Systems, Solving quasi-free and quadratic Lindblad master equations for open fermionic and bosonic systems, Shift-Splitting Iteration Method and Its Variants for Solving Continuous Sylvester Equations, Mixed Precision Recursive Block Diagonalization for Bivariate Functions of Matrices, Numerical algorithms for solving the least squares symmetric problem of matrix equation AXB + CXD = E, Biconjugate residual algorithm for solving general Sylvester-transpose matrix equations, The Short-Term Rational Lanczos Method and Applications, hm-toolbox: MATLAB Software for HODLR and HSS Matrices, A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, Riemannian Modified Polak--Ribière--Polyak Conjugate Gradient Order Reduced Model by Tensor Techniques, Norm and Trace Estimation with Random Rank-one Vectors, Matrix Oriented Reduction of Space-Time Petrov-Galerkin Variational Problems, A Low-Rank Matrix Equation Method for Solving PDE-Constrained Optimization Problems, Approximate residual-minimizing shift parameters for the low-rank ADI iteration, A new solution of pair matrix equations with arbitrary triangular fuzzy numbers, Fast Solvers for Two-Dimensional Fractional Diffusion Equations Using Rank Structured Matrices, Computing Delay Lyapunov Matrices and $\mathcal{H}_2$ Norms for Large-scale Problems, Bounds on the Singular Values of Matrices with Displacement Structure, Fast Singular Value Decay for Lyapunov Solutions with Nonnormal Coefficients, Solving Parameter-Dependent Lyapunov Equations Using the Reduced Basis Method with Application to Parametric Model Order Reduction, Low-Rank Updates of Matrix Functions, Unnamed Item, Preconditioned Low-rank Riemannian Optimization for Linear Systems with Tensor Product Structure, Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control, An ultraweak space-time variational formulation for the wave equation: Analysis and efficient numerical solution, Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations, Least-squares solutions of generalized Sylvester-type quaternion matrix equations, Low-rank tensor structure preservation in fractional operators by means of exponential sums, Numerical solution of singular Sylvester equations, On the Approximability of Koopman-Based Operator Lyapunov Equations, Semi‐active damping optimization of vibrational systems using the parametric dominant pole algorithm, Kronecker Product Approximation of Operators in Spectral Norm via Alternating SDP, Optimization problems for PDEs in weak space-time form. Abstracts from the workshop held March 5--10, 2023, A greedy Galerkin method to efficiently select sensors for linear dynamical systems, Improved ParaDiag via low-rank updates and interpolation, Parallel Algorithms for Computing the Tensor-Train Decomposition, A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD, Numerical strategies for recursive least squares solutions to the matrix equation AX = B, Positivity preserving exponential integrators for differential Riccati equations, Iterative optimal solutions of linear matrix equations for hyperspectral and multispectral image fusing, Nonlinear function activated GNN versus ZNN for online solution of general linear matrix equations, Matrices over Quaternion Algebras, The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients, Improved zeroing neural models based on two novel activation functions with exponential behavior, Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction, On relaxed acceleration of the ADI iteration, Data-Driven and Low-Rank Implementations of Balanced Singular Perturbation Approximation, An Efficient Block Rational Krylov Solver for Sylvester Equations with Adaptive Pole Selection, Frequency-Limited Balanced Truncation with Low-Rank Approximations, Generalized Preconditioned Locally Harmonic Residual Method for Non-Hermitian Eigenproblems, Projection methods for large-scale T-Sylvester equations, Isogeometric Preconditioners Based on Fast Solvers for the Sylvester Equation, Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations, A literature survey of low-rank tensor approximation techniques, An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations, Localization in Matrix Computations: Theory and Applications, Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems, A Krylov Subspace Method for the Approximation of Bivariate Matrix Functions, Geometric Methods on Low-Rank Matrix and Tensor Manifolds, Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations, 2 Balancing-related model reduction methods, From Low-Rank Approximation to a Rational Krylov Subspace Method for the Lyapunov Equation
Uses Software
Cites Work
- Tensor Decompositions and Applications
- TT-cross approximation for multidimensional arrays
- Adaptive rational Krylov subspaces for large-scale dynamical systems
- A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- Minimal residual methods for large scale Lyapunov equations
- Toward solution of matrix equation \(X=Af(X)B+C\)
- Closed-form solutions to Sylvester-conjugate matrix equations
- Conditions for unique solvability of the matrix equation \(AX + X^TB = C\)
- The solution of the equation \(XA+AX^T=0\) and its application to the theory of orbits
- Convergence analysis of the extended Krylov subspace method for the Lyapunov equation
- A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
- On solving the Lyapunov and Stein equations for a companion matrix
- Consistency for bi(skew)symmetric solutions to systems of generalized Sylvester equations over a finite central algebra
- Solution of Lyapunov equations by alternating direction implicit iteration
- Rational Krylov sequence methods for eigenvalue computation
- Reduced order observers: A new algorithm and proof
- Factored forms for solutions of \(AX-XB=C\) and \(X-AXB=C\) in companion matrices
- Arnoldi methods for large Sylvester-like observer matrix equations, and an associated algorithm for partial spectrum assignment
- Cross-Gramian based model reduction for data-sparse systems
- Matrix Krylov subspace methods for large scale model reduction problems
- Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic
- On the Lyapunov and Stein equations
- Model order reduction: Theory, research aspects and applications. Selected papers based on the presentations at the workshop `Model order reduction, coupled problems and optimization', Leiden, The Netherlands, September 19--23, 2005.
- ADI preconditioned Krylov methods for large Lyapunov matrix equations
- Extended Krylov subspace for parameter dependent systems
- Solutions to the matrix equation \(AX - EXF=BY\)
- Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
- On the Lyapunov and Stein equations. II.
- Gradient based iterative algorithm for solving coupled matrix equations
- Implicit QR algorithms for palindromic and even eigenvalue problems
- On the ADI method for Sylvester equations
- Lyapunov equations for companion matrices
- Three methods for refining estimates of invariant subspaces
- Solving the algebraic Riccati equation with the matrix sign function
- The solution of the matrix equations \(AXB-CXD=E\) and \((YA-DZ,YC- BZ)=(E,F)\)
- Iterative solution of the Lyapunov matrix equation
- The matrix equation \(X-AXB=C\) and an analogue of Roth's theorem
- Controllability, observability and the solution of AX-XB=C
- Lyapunov equation for infinite-dimensional discrete bilinear systems
- SOR for \(AX-XB=C\)
- Numerical solution of the discrete-time, convergent, non-negative definite Lyapunov equation
- Krylov-subspace methods for the Sylvester equation
- Nonsingular solutions of TA-BT=C
- Solving stable generalized Lyapunov equations with the matrix sign function
- Linear and numerical linear algebra in control theory: Some research problems
- Numerical solution of generalized Lyapunov equations
- Perturbation theory for matrix equations
- A new inertia theorem for Stein equations, inertia of invertible Hermitian block Toeplitz matrices and matrix orthogonal polynomials
- Sylvester equations and projection-based model reduction.
- Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
- A convergence analysis of GMRES and FOM methods for Sylvester equations
- On the decay rate of Hankel singular values and related issues
- Numerical solution and perturbation theory for generalized Lyapunov equations
- The Sylvester equation and approximate balanced reduction
- On the solution of Stein's equation and Fisher's information matrix of an ARMAX process
- Construction of square root factor for solution of the Lyapunov matrix equation
- Global FOM and GMRES algorithms for matrix equations
- Direct methods for matrix Sylvester and Lyapunov equations
- A modified low-rank Smith method for large-scale Lyapunov equations
- Parallel computation of the solutions of coupled algebraic Lyapunov equations
- Numerical solution of the Lyapunov equation by approximate power iteration
- On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
- A Faddeev sequence method for solving Lyapunov and Sylvester equations
- Arnoldi-Riccati method for large eigenvalue problems
- On the ADI method for the Sylvester equation and the optimal-\({\mathcal H}_{2}\) points
- Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method
- On the matrix equation \(XA+AX^T=0\)
- The solution of the equation \(AX + X^{\star}B =0\)
- A note on Hammarling's algorithm for the discrete Lyapunov equation
- Perturbation theory and backward error for \(AX - XB = C\)
- Low rank methods for a class of generalized Lyapunov equations and related issues
- A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications
- Large-scale Stein and Lyapunov equations, Smith method, and applications
- Solution to sylvester equation associated to linear descriptor systems
- Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.
- Projection methods for large Lyapunov matrix equations
- A projection method for model reduction of bilinear dynamical systems
- Low rank approximate solutions to large Sylvester matrix equations
- Solving stable Sylvester equations via rational iterative schemes
- Iterative least-squares solutions of coupled sylvester matrix equations
- On the solution of a Sylvester equation appearing in descriptor systems control theory
- Lyapunov matrix equations in system stability and control.
- On the numerical solution of \(AX-XB=C\)
- Bounds on the trace of a solution to the Lyapunov equation with a general stable matrix
- Projection methods for large-scale T-Sylvester equations
- Balanced Averaging of Bilinear Systems with Applications to Stochastic Control
- Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
- A literature survey of low-rank tensor approximation techniques
- A numerical algorithm for solving the matrix equation AX + X T B = C 1
- A Structure Preserving FGMRES Method for Solving Large Lyapunov Equations
- A Computational Method for Symmetric Stein Matrix Equations
- Adaptive Tangential Interpolation in Rational Krylov Subspaces for MIMO Dynamical Systems
- Krylov Subspace Methods
- On the squared Smith method for large-scale Stein equations
- Lyapunov Equations, Energy Functionals, and Model Order Reduction of Bilinear and Stochastic Systems
- Krylov Subspace Methods for Linear Systems with Tensor Product Structure
- Inverse Iteration for Purely Imaginary Eigenvalues with Application to the Detection of Hopf Bifurcations in Large-Scale Problems
- Recursive blocked algorithms for solving triangular systems—Part I
- Recursive blocked algorithms for solving triangular systems—Part II
- Formal derivation of algorithms
- A Perturbation Analysis for Nonlinear Selfadjoint Operator Equations
- Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
- Matrix Equation $XA + BX = C$
- Explicit Solutions of Linear Matrix Equations
- Extended Application of Alternating Direction Implicit Iteration Model Problem Theory
- An Algorithm for Generalized Matrix Eigenvalue Problems
- An In‐Core Finite Difference Method for Separable Boundary Value Problems on a Rectangle
- Approximation of Large-Scale Dynamical Systems
- THE EVALUATION OF INTEGRALS OF PRODUCTS OF LINEAR SYSTEM RESPONSES
- The Equations AX - YB = C and AX - XB = C in Matrices
- On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process
- A two-variable approach to solve the polynomial Lyapunov equation
- Specialized parallel algorithms for solving Lyapunov and Stein equations
- Block Krylov subspace methods for solving large Sylvester equations
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Riemannian Optimization Approach for Computing Low-Rank Solutions of Lyapunov Equations
- Generalised tangential interpolation for model reduction of discrete-time MIMO bilinear systems
- Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation
- An Error Analysis for Rational Galerkin Projection Applied to the Sylvester Equation
- Numerical Solution of Algebraic Riccati Equations
- NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
- Breaking the Curse of Dimensionality, Or How to Use SVD in Many Dimensions
- Low-Rank Tensor Krylov Subspace Methods for Parametrized Linear Systems
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- Matrix and other direct methods for the solution of systems of linear difference equations
- On a fundamental property of the cross- Gramian matrix
- A LINPACK-style condition estimator for the equation<tex>AX-XB^{T} = C</tex>
- Numerical linear algebra aspects of control design computations
- Recent computational developments in Krylov subspace methods for linear systems
- Structured Condition Numbers for Invariant Subspaces
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- A Multigrid Method to Solve Large Scale Sylvester Equations
- Block variants of Hammarling's method for solving Lyapunov equations
- Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random Data
- Convergence Analysis of Projection Methods for the Numerical Solution of Large Lyapunov Equations
- $H( {div})$ preconditioning for a mixed finite element formulation of the diffusion problem with random data
- Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
- Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format
- Low rank solution of data‐sparse Sylvester equations
- Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
- $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
- Parametric solutions to the generalized discrete Sylvester matrix equation MXN - X = TY and their applications
- New approach to robust observer design
- Simultaneous eigenvalue lower bounds for the Lyapunov matrix equation
- Condensed Forms for Efficient Time-Invariant Kalman Filtering
- The Matrix Equation $A\bar X - XB = C$ and Its Special Cases
- The Sensitivity of the Stable Lyapunov Equation
- Linear Matrix Equations Controllability and Observability, and the Rank of Solutions
- A Hessenberg-Schur method for the problem AX + XB= C
- Methods for the solution ofAXD−BXC=E and its application in the numerical solution of implicit ordinary differential equations
- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- The Equation $XR + QY = \Phi $: A Characterization of Solutions
- Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
- Alternating Direction Implicit Iteration for Systems with Complex Spectra
- Constrained Matrix Sylvester Equations
- Bibliography of A. M. Lyapunov's work
- Design of reduced-order observers with precise loop transfer recovery
- Explicit Solutions of the Matrix Equation $\sum {A^i XD_i } = C$
- Synthesis of minimum roundoff noise fixed point digital filters
- A numerical algorithm to solve<tex>A^{T}XA - X = Q</tex>
- Generalized Schur methods with condition estimators for solving the generalized Sylvester equation
- Solving the Stein Equation in compound poisson approximation
- The Equations ATX\pm XTA=B
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- Approximate solution of large sparse Lyapunov equations
- Disturbance decoupling using constrained Sylvester equations
- Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations
- Least-Squares Approximate Solution of Overdetermined Sylvester Equations
- Implicitly Restarted Krylov Subspace Methods for Stable Partial Realizations
- How and Why to Solve the Operator Equation AX −XB = Y
- LAPACK-style algorithms and software for solving the generalized Sylvester equation and estimating the separation between regular matrix pairs
- Solution of the Sylvester matrix equation AXB T + CXD T = E
- Algorithm 705; a FORTRAN-77 software package for solving the Sylvester matrix equation AXB T + CXD T = E
- ARPACK Users' Guide
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Nonlinear systems – algebraic gramians and model reduction
- The generalized Sylvester equation in polynomial matrices
- On the structure of balanced and other principal representations of SISO systems
- Low Rank Solution of Lyapunov Equations
- On the solution of large Sylvester‐observer equations
- Oblique Production Methods for Large Scale Model Reduction
- Application of ADI Iterative Methods to the Restoration of Noisy Images
- Numerical Methods for Nearly Singular Constrained Matrix Sylvester Equations
- Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure
- Preconditioning Steady-State Navier--Stokes Equations with Random Data
- A direct method for solving projected generalized continuous-time Sylvester equations
- A new block algorithm for full-rank solution of the sylvester-observer equation
- Kronecker Maps and Sylvester-Polynomial Matrix Equations
- Condition Numbers of the Generalized Sylvester Equation
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
- A projection method to solve linear systems in tensor format
- Krylov Subspace Methods for Large-Scale Constrained Sylvester Equations
- Lyapunov Inverse Iteration for Computing a Few Rightmost Eigenvalues of Large Generalized Eigenvalue Problems
- The Matrix Eigenvalue Problem
- Functions of Matrices