A new projection method for solving large Sylvester equations

• Autores: Liang Bao, Yiqin Lin, Yimin Wei
• Localización: Applied numerical mathematics, ISSN-e 0168-9274, Vol. 57, Nº. 5-7, 2007, págs. 521-532
• Idioma: inglés
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• Resumen

  • In this paper, we propose a new projection method based on global Arnoldi algorithm for solving large Sylvester matrix equations AX+XB+CDT=0 and the large generalized Sylvester matrix equations of the form AXB+X+CDT=0. We show how to extract low-rank approximate solutions to Sylvester matrix equations and generalized Sylvester matrix equations. Some theoretical results are given. Numerical tests report the effectiveness of these methods.