Computational Krylov‐based methods for large‐scale differential Sylvester matrix problems

DOI10.1002/NLA.2187MaRDI QIDQ4558726zbMATH OpenOpenAlexWikidataFDO

Authors M. Hached, Khalide Jbilou

Publication date 29 November 2018

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.02078

zbMATH Keywords

low rankextended block Krylov subspacesdifferential Sylvester equations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cited in

(8)

• The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients
• Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations
• The extended block Arnoldi method for solving generalized differential Sylvester equations
• Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
• Extended block Hessenberg method for large-scale Sylvester differential matrix equations
• Computational Krylov-based methods for large-scale differential Sylvester matrix problems
• An extended-rational Arnoldi method for large matrix exponential evaluations
• An iterative algorithm for robust simulation of the Sylvester matrix differential equations

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