A Hessenberg-Schur method for the problem AX + XB= C
From MaRDI portal
Publication:3854537
Cited in
(only showing first 100 items - show all)- Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations
- Numerical solution and perturbation theory for generalized Lyapunov equations
- New bound on the sensitivity of the solution of the Lyapunov equation
- Extending BiCG and BiCR methods to solve the Stein tensor equation
- Hyperspectral unmixing by the alternating direction method of multipliers
- Numerical solution of the electron transport equation in the upper atmosphere
- Waiting time and queue length analysis of Markov-modulated fluid priority queues
- Solution of underdetermined Sylvester equations in sensor array signal processing
- A Lyapunov formulation for efficient solution of the Poisson and convection-diffusion equations by the differential quadrature method
- The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients
- Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
- An extension method for fully fuzzy Sylvester matrix equation
- 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
- Convex constrained optimization for large-scale generalized Sylvester equations
- Analysis and modificaton of Newton’s method for algebraic Riccati equations
- Component cost analysis of large scale systems
- Matrix Krylov subspace methods for large scale model reduction problems
- A projection method and Kronecker product preconditioner for solving Sylvester tensor equations
- Computing tall skinny solutions of \(AX-XB=C\)
- The ubiquitous Kronecker product
- The relaxed gradient based iterative algorithm for the symmetric (skew symmetric) solution of the Sylvester equation \(A X + X B = C\)
- A minimum residual based gradient iterative method for a class of matrix equations
- HOBi-CGSTAB and HOBi-CRSTAB methods for solving some tensor equations
- CALCULATION OF CRITICAL PARAMETERS FOR SPONTANEOUS COMBUSTION FOR SOME COMPLEX GEOMETRIES USING AN INDIRECT NUMERICAL METHOD
- The matrix equation \(XA-BX=R\) and its applications
- Global least squares methods based on tensor form to solve a class of generalized Sylvester tensor equations
- A data-driven Krylov model order reduction for large-scale dynamical systems
- Topology identification of heterogeneous networks: identifiability and reconstruction
- Model order reduction of port-Hamiltonian systems with inhomogeneous initial conditions via approximate finite-time Gramians
- Preconditioned TBiCOR and TCORS algorithms for solving the Sylvester tensor equation
- A modified noise-tolerant ZNN model for solving time-varying Sylvester equation with its application to robot manipulator
- New unified matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
- Parallel algorithms for certain matrix computations
- Numerical solutions to large-scale differential Lyapunov matrix equations
- Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality
- Verified error bounds for solutions of Sylvester matrix equations
- \(H_\infty\) sampled-data synthesis and related numerical issues
- On modified HSS iteration methods for continuous Sylvester equations
- Fast algorithms for the Sylvester equation \(AX-XB^{T}=C\)
- A variant of the fixed tangent method for spectral computations on integral operators
- Matrix bidiagonal form
- Numerical methods for differential linear matrix equations via Krylov subspace methods
- A direct algorithm for pole assignment of time-invariant multi-input linear systems using state feedback
- Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
- On relaxed acceleration of the ADI iteration
- A preconditioned block Arnoldi method for large Sylvester matrix equations
- Synthesis of positive real multivariable feedback systems
- 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 \(X=Af(X)B+C\)
- Shift-splitting iteration method and its variants for solving continuous Sylvester equations
- Tensor product-type methods for solving Sylvester tensor equations
- The iterative solution of the matrix equation \(XA+BX+C=0\)
- Clustering approach to model order reduction of power networks with distributed controllers
- Effective condition numbers and small sample statistical condition estimation for the generalized Sylvester equation
- An accelerated Jacobi-gradient based iterative algorithm for solving Sylvester matrix equations
- Global FOM and GMRES algorithms for a class of complex matrix equations
- Sylvester's equation: Accuracy and computational stability
- On two classes of mixed-type Lyapunov equations
- A primal-dual potential reduction method for problems involving matrix inequalities
- Unique Full-Rank Solution of the Sylvester-Observer Equation and Its Application to State Estimation in Control Design
- The least-squares solution with the least norm to a system of tensor equations over the quaternion algebra
- A new algorithm for generalized Sylvester-observer equation and its application to state and velocity estimations in vibrating systems.
- Backward error and perturbation bounds for high order Sylvester tensor equation
- A generalized ADI iterative method
- A Schur method for the square root of a matrix
- Dynamical methods for polar decomposition and inversion of matrices
- On the NPHSS-KPIK iteration method for low-rank complex Sylvester equations arising from time-periodic fractional diffusion equations
- A note on the iterative solutions of general coupled matrix equation
- General analytical forms for the solution of the Sylvester and Lyapunov equations for continuous and discrete dynamic systems
- The solution of fuzzy Sylvester matrix equation
- A noise tolerant parameter-variable zeroing neural network and its applications
- A generalized modified Hermitian and skew-Hermitian splitting (GMHSS) method for solving complex Sylvester matrix equation
- Computing real square roots of a real matrix
- SOR for \(AX-XB=C\)
- A new projection method for solving large Sylvester equations
- Closed-form solutions to Sylvester-conjugate matrix equations
- The iterative solution of a class of tensor equations via Einstein product with a tensor inequality constraint
- Explicit solution of Sylvester and Lyapunov equations
- Trail to a Lyapunov equation solver
- Modes of homogeneous gradient flows
- A PARALLEL TRIANGULAR SYLVESTER EQUATION SOLVER BASED ON THE HESSENBERG-SCHUR METHOD∗
- AN EFFICIENT PARALLEL SYLVESTER EQUATION SOLVER BASED ON THE HESSENBERG-SCHUR METHOD∗
- 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
- A finite-time recurrent neural network for solving online time-varying Sylvester matrix equation based on a new evolution formula
- Newton's method for solving cross-coupled sign-indefinite algebraic Riccati equations for weakly coupled large-scale systems
- ADI preconditioned Krylov methods for large Lyapunov matrix equations
- LSQR iterative method for generalized coupled Sylvester matrix equations
- The \(M/G/1\)-type Markov chain with restricted transitions and its application to queues with batch arrivals
- Solvability of perturbation solutions in DSGE models
- Iterative solution of the Lyapunov matrix equation
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- A linear algebraic approach to Datalog evaluation
- The least squares anti-bisymmetric solution and the optimal approximation solution for Sylvester equation
- Gradient-based maximal convergence rate iterative method for solving linear matrix equations
- Preconditioned Galerkin and minimal residual methods for solving Sylvester equations
- Extended Arnoldi methods for large low-rank Sylvester matrix equations
- A new version of successive approximations method for solving Sylvester matrix equations
This page was built for publication: A Hessenberg-Schur method for the problem AX + XB= C
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3854537)