A new projection method for solving large Sylvester equations

被引：41
作者：
Bao, Liang
Lin, Yiqin
Wei, Yimin [1 ]
机构：
[1] Fudan Univ, Sch Math Sci, Inst Math, Shanghai 200433, Peoples R China
[2] Hunan Univ Sci & Engn, Dept Math & Computat Sci, Yongzhou 425006, Peoples R China
[3] Fudan Univ, Minist Educ, Key Lab Math Nonlinear Sci, Shanghai 200433, Peoples R China
来源：
APPLIED NUMERICAL MATHEMATICS | 2007年 / 57卷 / 5-7期
基金：
中国国家自然科学基金;
关键词：
block Arnoldi; global Arnoldi; Sylvester equation; generalized sylvester equation; block Krylov subspace; matrix Krylov subspace;
D O I：
10.1016/j.apnum.2006.07.005
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we propose a new projection method based on global Arnoldi algorithm for solving large Sylvester matrix equations A X + X B + C D-T = 0 and the large generalized Sylvester matrix equations of the form A X B + X + C D T = 0. We show how to extract low-rank approximate solutions to Sylvester matrix equations and generalized Sylvester matrix equations. Some theoretical results are given. Numerical tests report the effectiveness of these methods. (c) 2006 IMACS. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码：521 / 532
页数：12
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