Title
Recursive blocked algorithms for linear systems with Kronecker product structure.
Abstract
Recursive blocked algorithms have proven to be highly efficient at the numerical solution of the Sylvester matrix equation and its generalizations. In this work, we show that these algorithms extend in a seamless fashion to higher-dimensional variants of generalized Sylvester matrix equations, as they arise from the discretization of PDEs with separable coefficients or the approximation of certain models in macroeconomics. By combining recursions with a mechanism for merging dimensions, an efficient algorithm is derived that outperforms existing approaches based on Sylvester solvers.
Year
DOI
Venue
2019
10.1007/s11075-019-00797-5
Numerical Algorithms
Keywords
DocType
Volume
Blocked algorithm, Linear system, Tensor equation, Sylvester equation
Journal
84
Issue
ISSN
Citations 
3
1017-1398
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Minhong Chen122.75
Daniel Kressner244948.01