Article ID Journal Published Year Pages File Type
8897859 Linear Algebra and its Applications 2018 23 Pages PDF
Abstract
We introduce a new ADI-based low rank solver for AX−XB=F, where F has rapidly decaying singular values. Our approach results in both theoretical and practical gains, including (1) the derivation of new bounds on singular values for classes of matrices with high displacement rank, (2) a practical algorithm for solving certain Lyapunov and Sylvester matrix equations with high rank right-hand sides, and (3) a collection of low rank Poisson solvers that achieve spectral accuracy and optimal computational complexity.
Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
Authors
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