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On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations
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On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations
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On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations
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Journal Article
On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations
2017
Overview
In the present paper, we consider the large scale Stein matrix equation with a low-rank constant term A X B − X + E F T = 0 . These matrix equations appear in many applications in discrete-time control problems, filtering and image restoration and others. The proposed methods are based on projection onto the extended block Krylov subspace with a Galerkin approach (GA) or with the minimization of the norm of the residual. We give some results on the residual and error norms and report some numerical experiments.
Publisher
MDPI AG
