Article ID Journal Published Year Pages File Type
4646128 Applied Numerical Mathematics 2007 12 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics