Title
Computing real low-rank solutions of Sylvester equations by the factored ADI method.
Abstract
We investigate the factored alternating directions implicit (ADI) iteration for large and sparse Sylvester equations. A novel low-rank expression for the associated Sylvester residual is established which enables cheap computations of the residual norm along the iteration, and which yields a reformulated factored ADI iteration. The application to generalized Sylvester equations is considered as well.
Year
DOI
Venue
2014
10.1016/j.camwa.2014.03.004
Computers & Mathematics with Applications
Keywords
Field
DocType
Sylvester equation,Alternating directions implicit,Numerical enhancement,Stein equation
Alternating direction implicit method,Residual,Mathematical optimization,Sylvester equation,Complex number,Matrix (mathematics),Mathematical analysis,Gramian matrix,Iterated function,Mathematics,Computation
Journal
Volume
Issue
ISSN
67
9
0898-1221
Citations 
PageRank 
References 
6
0.48
19
Authors
2
Name
Order
Citations
PageRank
Peter Benner1825114.06
Patrick Kürschner2375.29