A Hessenberg-Schur method for the problem AX + XB= C

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Roundoff error (65G50) Matrix equations and identities (15A24)

Cited In (only showing first 100 items - show all)

Extending BiCG and BiCR methods to solve the Stein tensor equation
New bound on the sensitivity of the solution of the Lyapunov equation
Analysis and modificaton of Newton’s method for algebraic Riccati equations
Component cost analysis of large scale systems
A projection method and Kronecker product preconditioner for solving Sylvester tensor equations
Convex constrained optimization for large-scale generalized Sylvester equations
Matrix Krylov subspace methods for large scale model reduction problems
Topology identification of heterogeneous networks: identifiability and reconstruction
Parallel algorithms for certain matrix computations
Shift-splitting iteration method and its variants for solving continuous Sylvester equations
Synthesis of positive real multivariable feedback systems
A direct algorithm for pole assignment of time-invariant multi-input linear systems using state feedback
An accelerated Jacobi-gradient based iterative algorithm for solving Sylvester matrix equations
Clustering approach to model order reduction of power networks with distributed controllers
Sylvester's equation: Accuracy and computational stability
A primal-dual potential reduction method for problems involving matrix inequalities
Modes of homogeneous gradient flows
General analytical forms for the solution of the Sylvester and Lyapunov equations for continuous and discrete dynamic systems
A generalized modified Hermitian and skew-Hermitian splitting (GMHSS) method for solving complex Sylvester matrix equation
A note on the iterative solutions of general coupled matrix equation
Trail to a Lyapunov equation solver
SOR for \(AX-XB=C\)
A linear algebraic approach to Datalog evaluation
Solvability of perturbation solutions in DSGE models
Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
Preconditioned Galerkin and minimal residual methods for solving Sylvester equations
A new version of successive approximations method for solving Sylvester matrix equations
The double-step scale splitting method for solving complex Sylvester matrix equation
Minimal residual methods augmented with eigenvectors for solving Sylvester equations and generalized Sylvester equations
NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS
Iterative methods for \(X-AXB=C\)
Zero cancellation for general rational matrix functions
On Hessenberg type methods for low-rank Lyapunov matrix equations
Sensitivity analysis of the Lyapunov tensor equation
Moore–Penrose inverse of tensors via Einstein product
An iterative method for the least squares solutions of the linear matrix equations with some constraint
Reduced order observers: A new algorithm and proof
The algebraic regulator problem from the state-space point of view
Minimizing the feedback matrix norm in modal control problems
A Hessenberg method for the numerical solutions to types of block Sylvester matrix equations
A gradient based iterative solutions for Sylvester tensor equations
A direct solver for the Legendre tau approximation for the two-dimensional Poisson problem
Closed-form solutions for a class of optimal quadratic tracking problems
Mixed, componentwise condition numbers and small sample statistical condition estimation of Sylvester equations
Use of near-breakdowns in the block Arnoldi method for solving large Sylvester equations
Refinement methods for state estimation via Sylvester-observer equation
A numerical algorithm for Lyapunov equations
Matrix decomposition algorithms for separable elliptic boundary value problems in two space dimensions
Congenial matrices
On swapping diagonal blocks in real Schur form
Arnoldi-Riccati method for large eigenvalue problems
On the discrete generalized Lyapunov equation
A note on solving the fourth-order parabolic equation by the sinc-Galerkin method
Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
On the computation of a matrix inverse square root
An alternative extended block Arnoldi method for solving low-rank Sylvester equations
Perturbation theory and backward error for \(AX - XB = C\)
Retracing the residual curve of a Lyapunov equation solver
A preconditioned iteration method for solving Sylvester equations
The block Hessenberg process for matrix equations
Iterative methods for solving linear matrix equation and linear matrix system
A stable method for the evaluation of Gaussian radial basis function solutions of interpolation and collocation problems
A note on the Davison-Man method for Sylvester matrix equations
Inversion of certain extensions of Toeplitz matrices
On the solutions of a class of tensor equations
Identification of dynamic systems under closed-loop control
On global iterative schemes based on Hessenberg process for (ill-posed) Sylvester tensor equations
Legendre spectral collocation in space and time for PDEs
Numerical solution and perturbation theory for generalized Lyapunov equations
Hyperspectral unmixing by the alternating direction method of multipliers
A Lyapunov formulation for efficient solution of the Poisson and convection-diffusion equations by the differential quadrature method
Regularized reconstruction of a surface from its measured gradient field
Arnoldi methods for large Sylvester-like observer matrix equations, and an associated algorithm for partial spectrum assignment
The ubiquitous Kronecker product
Fast algorithms for the Sylvester equation \(AX-XB^{T}=C\)
New unified matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
Verified error bounds for solutions of Sylvester matrix equations
On modified HSS iteration methods for continuous Sylvester equations
A preconditioned block Arnoldi method for large Sylvester matrix equations
Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations
Analysis of generalized QBD queues with matrix-geometrically distributed batch arrivals and services
Toward solution of matrix equation \(X=Af(X)B+C\)
The iterative solution of the matrix equation \(XA+BX+C=0\)
A generalized ADI iterative method
A Schur method for the square root of a matrix
Dynamical methods for polar decomposition and inversion of matrices
Computing real square roots of a real matrix
A new projection method for solving large Sylvester equations
Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
Closed-form solutions to Sylvester-conjugate matrix equations
An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems
Direct fail-proof triangularization algorithms for \(AX+XB=C\) with error- free and parallel implementations
ADI preconditioned Krylov methods for large Lyapunov matrix equations
Gradient-based maximal convergence rate iterative method for solving linear matrix equations
LSQR iterative method for generalized coupled Sylvester matrix equations
Iterative solution of the Lyapunov matrix equation
Extended Arnoldi methods for large low-rank Sylvester matrix equations
On solutions of the matrix equations \(XF - AX = C\) and \(XF - A\bar {X} =C\)
On the solution of the fuzzy Sylvester matrix equation

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