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 …
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …
[图书][B] Numerical solution of algebraic Riccati equations
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 …
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
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 …
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 …
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 …
[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
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 …
consists of projecting the problem onto a significantly smaller space and then solving the …
Low rank tensor methods in Galerkin-based isogeometric analysis
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 …
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
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 …
equations arising in bilinear and stochastic control. We show that under certain assumptions …
Solution formulas for differential Sylvester and Lyapunov equations
The differential Sylvester equation and its symmetric version, the differential Lyapunov
equation, appear in different fields of applied mathematics like control theory, system theory …
equation, appear in different fields of applied mathematics like control theory, system theory …
Parallel algorithms for computing the tensor-train decomposition
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 …
molecular simulations, high-order correlation functions, and optimization. In this paper, we …