Title
Fast solvers and Sylvester equations: both sides now
Abstract
We're using the structure of a problem with n2 unknowns to reduce the amount of computation from O(n6) (using the Cholesky decomposition) to O(n4) (exploiting sparsity) and then to O(n3) (using the Sylvester structure), a substantial savings when n is large. But knowing just a bit more about the problem's structure allows further reduction, down to O(n2 log2n) when n is a power of two. Because we're computing n2 answers, this is close to optimal, and it illustrates the value of exploiting every possible bit of structure in our problems.
Year
DOI
Venue
2005
10.1109/MCSE.2005.117
Computing in Science and Engineering
Keywords
Field
DocType
Lyapunov matrix equations,Poisson equation,eigenvalues and eigenfunctions,linear systems,Poisson equation,Sylvester equations,fast solver,large sparse systems,linear equations,matrix algebra,Poisson,decomposition,eigenvalues
Discrete mathematics,Combinatorics,Poisson's equation,Linear system,Sparse matrix,Eigenvalues and eigenvectors,Mathematics,Power of two,Computational complexity theory,Computation,Cholesky decomposition
Journal
Volume
Issue
ISSN
7
6
1521-9615
Citations 
PageRank 
References 
0
0.34
2
Authors
1
Name
Order
Citations
PageRank
O'Leary, Dianne P.11064222.93