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Start Over Descriptor "Sylvester equation" Topic numerical analysis Topic numerical solutions to equations Publication Year Range Last 50 years Journal systems & control letters

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1 results on '"Sylvester equation"'

1. Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts

Author

Truhar, Ninoslav, Tomljanović, Zoran, and Li, Ren-Cang

Subjects
*NUMERICAL solutions to equations, *PERTURBATION theory, *EIGENVALUES, *FACTOR analysis, *CHEMICAL decomposition, *NUMERICAL analysis, *QUANTITATIVE research
Abstract

Abstract: The solution to a general Sylvester equation with a low-rank right-hand side is analyzed quantitatively through the Low-rank Alternating-Directional-Implicit method (LR-ADI) with exact shifts. New bounds and perturbation bounds on are obtained. A distinguished feature of these bounds is that they reflect the interplay between the eigenvalue decompositions of and and the right-hand side factors and . Numerical examples suggest that because of this inclusion of details, new perturbation bounds are much sharper than the existing ones. [Copyright &y& Elsevier]

Published
2010
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