Naslov
On ADI Method for Sylvester Equations

Autori
Benner, Peter ; Li, Ren-Cang ; Truhar, Ninoslav

Izvornik
Journal of computational and applied mathematics (0377-0427) 233 (2009), 4; 1035-1045

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Sylvester equation; factored ADI method; Galerkin projection

Sažetak
This paper is concerned with numerical solutions of large scale Sylvester equations AX − XB = C, Lyapunov equations as a special case in particular included, with C having very small rank. For stable Lyapunov equations, Penzl (2000) and Li and White (2002) demonstrated that the so called Cholesky factored ADI method with decent shift parameters can be very effective. In this paper we present a generalization of Cholesky factored ADI for Sylvester equations. We also demonstrate that often much more accurate solutions than ADI solutions can be gotten by performing Galerkin projection via the column space and row space of the computed approximate solutions.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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