Lifting Sylvester Equations: Singular Value Decay for Non-Normal Coefficients

被引:0
|
作者
Clouatre, Raphael [1 ]
Klippenstein, Brock [1 ]
Slevinsky, Richard Mikael [1 ]
机构
[1] Univ Manitoba, Dept Math, Winnipeg, MB R3T 2N2, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
MATRIX;
D O I
10.1007/s00020-024-02790-7
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We aim to find conditions on two Hilbert space operators A and B under which the expression AX-XB\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$AX-XB$$\end{document} having low rank forces the operator X itself to admit a good low rank approximation. It is known that this can be achieved when A and B are normal and have well-separated spectra. In this paper, we relax this normality condition, using the idea of operator dilations. The basic problem then becomes the lifting of Sylvester equations, which is reminiscent of the classical commutant lifting theorem and its variations. Our approach also allows us to show that the (factored) alternating direction implicit method for solving Sylvester equations AX-XB=C\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$AX-XB=C$$\end{document} can be quick, even without requiring A to be normal.
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页数:26
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