Krylov subspace methods for the generalized Sylvester equation

被引：15

作者：

Bao, Liang

Lin, Yiqin

Wei, Yimin ^{[1
]}

机构：

[1] Fudan Univ, Dept Math, Shanghai 200433, Peoples R China

[2] Zhongshan Univ, Sch Math & Computat Sci, Guangzhou 510275, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 175卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Galerkin method; generalized Sylvester equation; minimal residual method; Krylov subspace;

D O I：

10.1016/j.amc.2005.07.041

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the paper we propose Galerkin and minimal residual methods for iteratively solving generalized Sylvester equations of the form AXB - X = C. The algorithms use Krylov subspace for which orthogonal basis are generated by the Arnoldi process and reduce the storage space required by using the structure of the matrix. We give some convergence results and present numerical experiments for large problems to show that our methods are efficient. (c) 2005 Elsevier Inc. All rights reserved.

引用

页码：557 / 573

页数：17

共 9 条

[1]

Datta B. N., 1986, Computational and Combinatorial Methods in Systems Theory, P201

[2]

Demmel JW., 1997, APPL NUMERICAL LINEA

[3] Block Krylov subspace methods for solving large Sylvester equations [J].