Application of a Kind of Krylov Subspace Methods in Solving the Sylvester Equation
Guang-Xin Huang
Abstract
Guang-Xin Huang
Abstract
Block Krylov subspace methods for solving the Sylvester matrix equationAX+XB=EFT is proposed.When both matrices A and B are large and the right-hand side matrix is of small rank,it is shown that how to extract low-rank approximations.Some theoretical results are given and numerical experiments show the effectiveness of these block methods.
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Block Krylov subspace methods for solving the Sylvester matrix equationAX+XB=EFT is proposed.When both matrices A and B are large and the right-hand side matrix is of small rank,it is shown that how to extract low-rank approximations.Some theoretical results are given and numerical experiments show the effectiveness of these block methods.
Key concepts: Krylov subspace, Sylvester equation, Sylvester's law of inertia, Rank (graph theory), Sylvester matrix, Block (permutation group theory), Mathematics, Matrix (chemical analysis)