Computational methods for linear matrix equations

V Simoncini - siam REVIEW, 2016 - SIAM
Given the square matrices A,B,D,E and the matrix C of conforming dimensions, we consider
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …

[图书][B] Numerical solution of algebraic Riccati equations

DA Bini, B Iannazzo, B Meini - 2011 - SIAM
This monograph aims to provide a concise and comprehensive treatment of the basic theory
of algebraic Riccati equations and a description of both the classical and the more advanced …

Smoothed low rank and sparse matrix recovery by iteratively reweighted least squares minimization

C Lu, Z Lin, S Yan - IEEE Transactions on Image Processing, 2014 - ieeexplore.ieee.org
This paper presents a general framework for solving the low-rank and/or sparse matrix
minimization problems, which may involve multiple nonsmooth terms. The iteratively …

Isogeometric preconditioners based on fast solvers for the Sylvester equation

G Sangalli, M Tani - SIAM Journal on Scientific Computing, 2016 - SIAM
We consider large linear systems arising from the isogeometric discretization of the Poisson
problem on a single-patch domain. The numerical solution of such systems is considered a …

[图书][B] The ADI model problem

E Wachspress - 2013 - Springer
This work is an updated edition of my self-published monograph on The ADI Model Problem
[Wachspress, 1995]. Minor typographic corrections have been made in Chaps. 1–4. A few …

Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation

V Druskin, L Knizhnerman, V Simoncini - SIAM Journal on Numerical Analysis, 2011 - SIAM
For large scale problems, an effective approach for solving the algebraic Lyapunov equation
consists of projecting the problem onto a significantly smaller space and then solving the …

Low rank tensor methods in Galerkin-based isogeometric analysis

A Mantzaflaris, B Jüttler, BN Khoromskij… - Computer Methods in …, 2017 - Elsevier
The global (patch-wise) geometry map, which describes the computational domain, is a new
feature in isogeometric analysis. This map has a global tensor structure, inherited from the …

Low rank methods for a class of generalized Lyapunov equations and related issues

P Benner, T Breiten - Numerische Mathematik, 2013 - Springer
In this paper, we study possible low rank solution methods for generalized Lyapunov
equations arising in bilinear and stochastic control. We show that under certain assumptions …

Solution formulas for differential Sylvester and Lyapunov equations

M Behr, P Benner, J Heiland - Calcolo, 2019 - Springer
The differential Sylvester equation and its symmetric version, the differential Lyapunov
equation, appear in different fields of applied mathematics like control theory, system theory …

Parallel algorithms for computing the tensor-train decomposition

T Shi, M Ruth, A Townsend - SIAM Journal on Scientific Computing, 2023 - SIAM
The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in
molecular simulations, high-order correlation functions, and optimization. In this paper, we …