Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8897859 | Linear Algebra and its Applications | 2018 | 23 Pages |
Abstract
We introduce a new ADI-based low rank solver for AXâXB=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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Alex Townsend, Heather Wilber,