Algorithm 432

swMATH25817MaRDI QIDQ37551FDOQ37551

Author name not available (Why is that?)

Described by source

• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]

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

• Regularized reconstruction of a surface from its measured gradient field
• Mean and variance of the LQG cost function
• On optimality of approximate low rank solutions of large-scale matrix equations
• Algorithms for model reduction of large dynamical systems
• Construction of Lyapunov functions for nonlinear planar systems by linear programming
• Methods for the solution ofAXD−BXC=E and its application in the numerical solution of implicit ordinary differential equations
• Improved neural dynamics for online Sylvester equations solving
• A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations
• New unified matrix upper bound on the solution of the continuous coupled algebraic Riccati equation
• Verified error bounds for solutions of Sylvester matrix equations
• Adaptive rational Krylov subspaces for large-scale dynamical systems
• A preconditioned block Arnoldi method for large Sylvester matrix equations
• Title not available (Why is that?)
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• Block extrapolation methods with applications
• Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations
• Approximation of low rank solutions for linear quadratic control of partial differential equations
• The automatic solution of partial differential equations using a global spectral method
• The symmetric Procrustes problem
• On linear vibrational systems with one dimensional damping. II
• Solution of Lyapunov equations by alternating direction implicit iteration
• Low-rank solvers for fractional differential equations
• A new projection method for solving large Sylvester equations
• Closed-form solutions to Sylvester-conjugate matrix equations
• An efficient algorithm for the solution of a coupled Sylvester equation appearing in descriptor systems
• A Sylvester–Arnoldi type method for the generalized eigenvalue problem with two‐by‐two operator determinants
• On the numerical solution of large-scale sparse discrete-time Riccati equations
• ADI preconditioned Krylov methods for large Lyapunov matrix equations
• Matrix-equation-based strategies for convection-diffusion equations
• Extended Arnoldi methods for large low-rank Sylvester matrix equations
• On the solution of the fuzzy Sylvester matrix equation
• On the ADI method for Sylvester equations
• Three methods for refining estimates of invariant subspaces
• The solution of the matrix equations \(AXB-CXD=E\) and \((YA-DZ,YC- BZ)=(E,F)\)
• Multiscale modeling using goal-oriented adaptivity and numerical homogenization. I: Mathematical formulation and numerical results
• An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results
• Differential quadrature time element method for structural dynamics
• On positive-definite and skew-Hermitian splitting iteration methods for continuous Sylvester equation \(AX+XB=C\)
• Schur-decomposition for 3D matrix equations and its application in solving radiative discrete ordinates equations discretized by Chebyshev collocation spectral method
• Data-sparse approximation to a class of operator-valued functions
• Low rank solution of data-sparse Sylvester equations
• On normal and skew-Hermitian splitting iteration methods for large sparse continuous Sylvester equations
• Nested splitting CG-like iterative method for solving the continuous Sylvester equation and preconditioning
• A modified gradient based algorithm for solving Sylvester equations
• Revised CPA method to compute Lyapunov functions for nonlinear systems
• Model reduction of time-delay systems using position balancing and delay Lyapunov equations
• Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
• Numerically robust delta-domain solutions to discrete-time Lyapunov equations.
• Hitting probabilities and hitting times for stochastic fluid flows
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• Pole assignment via Sylvester's equation
• Computational Methods for Linear Matrix Equations
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• Krylov-subspace methods for the Sylvester equation
• New approaches for solving large Sylvester equations
• Projection methods for large Lyapunov matrix equations
• A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
• Methods for verified stabilizing solutions to continuous-time algebraic Riccati equations
• A note on the \(\top\)-Stein matrix equation
• The polynomial solution to the Sylvester matrix equation
• Computing real low-rank solutions of Sylvester equations by the factored ADI method
• Sylvester equations and the numerical solution of partial fractional differential equations
• Accurate solutions of \(M\)-matrix Sylvester equations
• On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations
• Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations
• Low rank approximate solutions to large Sylvester matrix equations
• Solving stable Sylvester equations via rational iterative schemes
• A generalization of the Hermitian and skew-Hermitian splitting iteration method for solving Sylvester equations
• Exhaustive and efficient constraint propagation: a graph-based learning approach and its applications
• Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method
• The interval Lyapunov matrix equation: analytical results and an efficient numerical technique for outer estimation of the united solution set
• CG-type algorithms to solve symmetric matrix equations
• On the numerical solution of \(AX-XB=C\)
• Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
• Inexact methods for the low rank solution to large scale Lyapunov equations
• The scaled boundary finite-element method - alias consistent infinitesimal finite-element cell method - for elastodynamics
• Sylvester Tikhonov-regularization methods in image restoration
• Spectral collocation for multiparameter eigenvalue problems arising from separable boundary value problems
• Numerical solution of the Lyapunov equation by approximate power iteration
• Model reduction of state space systems via an implicitly restarted Lanczos method
• Consistent infinitesimal finite-element cell method for diffusion equation in unbounded medium
• Generalized transfer subspace learning through low-rank constraint
• Factorization of moving-average spectral densities by state-space representations and stacking
• A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications
• New bound on the sensitivity of the solution of the Lyapunov equation
• Analysis and modificaton of Newton’s method for algebraic Riccati equations
• Convex constrained optimization for large-scale generalized Sylvester equations
• Efficient model reduction of large scale systems using Krylov-subspace iterative methods
• Matrix Krylov subspace methods for large scale model reduction problems
• A stabilization algorithm of the Navier-Stokes equations based on algebraic Bernoulli equation
• Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
• Numerical Taylor expansions for invariant manifolds
• Singular value analysis of deformable systems
• Fast algorithms for the Sylvester equation \(AX-XB^{T}=C\)
• Parallel algorithms for certain matrix computations
• Stochastic optimal control of flexible aircraft taxiing at constant or variable velocity
• System inversion using orthogonal functions
• On modified HSS iteration methods for continuous Sylvester equations
• The numerical solution of the matrix equationXA+AY=F
• A reflection on the implicitly restarted Arnoldi method for computing eigenvalues near a vertical line

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