Abstract | ||
---|---|---|
In this paper, we propose a block Arnoldi method for solving the continuous low-rank Sylvester matrix equation AX + XB=EFT. 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 (c) 2011 John Wiley & Sons, Ltd. |
Year | DOI | Venue |
---|---|---|
2013 | 10.1002/nla.831 | NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS |
Keywords | Field | DocType |
ADI preconditioner,block Arnoldi,Stein,Sylvester equation | Mathematical optimization,Sylvester equation,Preconditioner,Algebra,2 × 2 real matrices,Arnoldi iteration,Matrix (mathematics),Sylvester matrix,Mathematics | Journal |
Volume | Issue | ISSN |
20.0 | SP2.0 | 1070-5325 |
Citations | PageRank | References |
3 | 0.39 | 3 |
Authors | ||
4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Abderrahman Bouhamidi | 1 | 65 | 10.80 |
M. Hached | 2 | 3 | 0.73 |
M. Heyouni | 3 | 3 | 2.08 |
Khalide Jbilou | 4 | 38 | 12.08 |