Truncated low-rank methods for solving general linear matrix equations.
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Cites work
- A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids
- A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations.
- A projection method for model reduction of bilinear dynamical systems
- Adaptive low-rank approximation of collocation matrices
- Alternating minimal energy methods for linear systems in higher dimensions
- Balanced averaging of bilinear systems with applications to stochastic control
- Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
- Direct methods and ADI‐preconditioned Krylov subspace methods for generalized Lyapunov equations
- Direct Methods for Sparse Linear Systems
- Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
- Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
- Interpolation-based \({\mathcal H}_2\)-model reduction of bilinear control systems
- Low rank methods for a class of generalized Lyapunov equations and related issues
- Low-rank tensor Krylov subspace methods for parametrized linear systems
- Lyapunov equations, energy functionals, and model order reduction of bilinear and stochastic systems
- Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
- On the ADI method for Sylvester equations
- On the decay rate of Hankel singular values and related issues
- Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations
- Proper generalized decompositions and separated representations for the numerical solution of high dimensional stochastic problems
- Recent advances and new challenges in the use of the proper generalized decomposition for solving multidimensional models
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- Solution of the Sylvester matrix equation AXB T + CXD T = E
Cited in
(31)- Greedy low-rank approximation in Tucker format of solutions of tensor linear systems
- Residual-based iterations for the generalized Lyapunov equation
- Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations
- Numerical approximation of Poisson problems in long domains
- Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
- Greedy low-rank algorithm for spatial connectome regression
- On the convergence of Krylov methods with low-rank truncations
- Backward error and condition number of a generalized Sylvester equation, with application to the stochastic Galerkin method
- Convergence analysis of gradient-based iterative algorithms for a class of rectangular Sylvester matrix equations based on Banach contraction principle
- A structure preserving FGMRES method for solving large Lyapunov equations
- A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations.
- Generalized conjugate direction algorithm for solving the general coupled matrix equations over symmetric matrices
- Numerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded Data
- Generalized reflexive and anti-reflexive solutions of the coupled Sylvester matrix equations via CD algorithm
- Low-dimensional approximations of high-dimensional asset price models
- Matrix equations, sparse solvers: \texttt{M-M.E.S.S.}-2.0.1 -- philosophy, features, and application for (parametric) model order reduction
- The Sherman–Morrison–Woodbury formula for generalized linear matrix equations and applications
- On the numerical solution of a class of systems of linear matrix equations
- Analysis of the Truncated Conjugate Gradient Method for Linear Matrix Equations
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- Numerical solution of singular Sylvester equations
- Low-rank-modified Galerkin methods for the Lyapunov equation
- Identification of dominant subspaces for model reduction of structured parametric systems
- Preconditioning low rank generalized minimal residual method (GMRES) for implicit discretizations of matrix differential equations
- Inverse iteration for Sylvester operators
- A subspace-conjugate gradient method for linear matrix equations
- Truncated LSQR for matrix least squares problems
- Preconditioned low-rank Riemannian optimization for symmetric positive definite linear matrix equations
- On certain classes of nonlinear matrix equations: theory, applications, and numerical solution
- Active sampling of interpolation points to identify dominant subspaces for model reduction
- A low-rank, high-order implicit-explicit integrator for three-dimensional convection-diffusion equations
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