A new projection method for solving large Sylvester equations

Abstract: In this paper, we propose a new projection method based on global Arnoldi algorithm for solving large Sylvester matrix equations and the large generalized Sylvester matrix equations of the form . 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. [Copyright &y& Elsevier]