On the Squared Smith Method for large-scale Stein equations / Peter Benner, Grece El Khoury, Miloud Sadkane
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On the Squared Smith Method for large-scale Stein equations
Discovery
870363131
URN
urn:nbn:de:gbv:3:2-64068
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Publication history
Magdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, September 11, 2012
Content
1 Online-Ressource (23 Seiten = 0,3 MB) : Diagramme
Edition
Language
eng
Comment
Abstract
Abstract: A squared Smith type algorithm for solving large-scale discrete-time Stein equations is developed. The algorithm uses restarted Krylov spaces to compute approximations of the squared Smith iterations in low-rank factored form. Fast convergence results when very few iterations of the alternating direction implicit method are applied to the Stein equation beforehand. The convergence of the algorithm is discussed and its performance is demonstrated by several test examples.
Series
Max Planck Institute Magdeburg Preprints ; 12-15 ppn:870173030