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A preconditioned block Arnoldi method for large Sylvester matrix equations.
- Source :
-
Numerical Linear Algebra with Applications . Mar2013, Vol. 20 Issue 2, p208-219. 12p. - Publication Year :
- 2013
-
Abstract
- SUMMARY In this paper, we propose a block Arnoldi method for solving the continuous low-rank Sylvester matrix equation AX + XB = EF T. We consider the case where both A and B are large and sparse real matrices, and E and F are real matrices with small rank. We first apply an alternating directional implicit preconditioner to our equation, turning it into a Stein matrix equation. We then apply a block Krylov method to the Stein equation to extract low-rank approximate solutions. We give some theoretical results and report numerical experiments to show the efficiency of this method. Copyright © 2011 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10705325
- Volume :
- 20
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- Numerical Linear Algebra with Applications
- Publication Type :
- Academic Journal
- Accession number :
- 85412437
- Full Text :
- https://doi.org/10.1002/nla.831