Alternating Direction Implicit Iteration for Systems with Complex Spectra

DOI10.1137/0728045zbMath0737.65027OpenAlexW2093433489MaRDI QIDQ3978518

Nancy S. Ellner, Eugene L. Wachspress

Publication date: 25 June 1992

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0728045

zbMATH Keywords

Rouché's theoremLyapunov matrix equationSylvester equationsADI iterationalternating direction implicit iterationcomplex minimax analysis

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

Related Items (23)

A generalized ADI iterative method ⋮ Computational Methods for Linear Matrix Equations ⋮ Preconditioned Galerkin and minimal residual methods for solving Sylvester equations ⋮ The ADI minimax problem for complex spectra ⋮ Optimal alternating direction implicit preconditioners for conjugate gradient methods ⋮ Numerical solution of the Lyapunov equation by approximate power iteration ⋮ Iterative methods for \(X-AXB=C\) ⋮ A new subspace iteration method for the algebraic Riccati equation ⋮ On normal and skew-Hermitian splitting iteration methods for large sparse continuous Sylvester equations ⋮ On the generalized ADI method for the matrix equation \(X- AXB\)=\(C\) ⋮ Trail to a Lyapunov equation solver ⋮ Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ Bi-parameter incremental unknowns ADI iterative methods for elliptic problems ⋮ A NEW VERSION OF THE SMITH METHOD FOR SOLVING SYLVESTER EQUATION AND DISCRETE-TIME SYLVESTER EQUATION ⋮ Near-circularity for the rational Zolotarev problem in the complex plane ⋮ Combined error estimates for local fluctuations of SPDEs ⋮ Krylov-subspace methods for the Sylvester equation ⋮ Approximation of low rank solutions for linear quadratic control of partial differential equations ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ Isogeometric Preconditioners Based on Fast Solvers for the Sylvester Equation ⋮ On the ADI method for Sylvester equations ⋮ Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection ⋮ On preconditioned normal and skew-Hermitian splitting iteration method for continuous Sylvester equations AX + XB = C*

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