Krylov-subspace methods for the Sylvester equation. (English) Zbl 0777.65028

Les auteurs décrivent des méthodes itératives de résolution de l’équation de Sylvester \(AX-XB=C\) où \(A\), \(B\), \(C\) sont des matrices carrées données. Ces méthodes réduisent cette équation en une équations de Sylvester de plus petite taille par le procédé d’Arnoldi. Les auteurs explicitent les algorithmes de résolution et donnent de nombreux exemples concrets.


65F30 Other matrix algorithms (MSC2010)
65Y05 Parallel numerical computation
15A24 Matrix equations and identities


Algorithm 432
Full Text: DOI


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