Low-rank generalized alternating direction implicit iteration method for solving matrix equations

DOI10.1007/S40314-024-02774-8MaRDI QIDQ6563135zbMATH OpenFDO

Authors Juan Zhang, Wenlu Xun

Publication date 27 June 2024

Published in Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Lyapunov equationcontinuous-time algebraic Riccati equationlow-rank generalized alternating direction implicit iteration

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Preconditioners for iterative methods (65F08) Numerical methods for matrix equations (65F45)

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Cites work

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• scientific article; zbMATH DE number 802915 (Why is no real title available?)
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• On a Matrix Riccati Equation of Stochastic Control
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• Solution of Lyapunov equations by alternating direction implicit iteration
• Using the Matrix Sign Function to Compute Invariant Subspaces

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