Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts (CROSBI ID 144541)
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Podaci o odgovornosti
Truhar, Ninoslav ; Tomljanović, Zoran ; Li, Ren-Cang
engleski
Analysis of the solution of the Sylvester equation using low-rank ADI with exact shifts
The solution to a general Sylvester equation AX− XB = GF* with a low rank righthand side is analyzed quantitatively through Low-rank Alternating-Directional- Implicit method (LR-ADI) with exact shifts. New bounds and perturbation bounds on X are obtained. A distinguished feature of these bounds is that they reflect the interplay between the eigenvalue decompositions of A and B and the right-hand side factors G and F. Numerical examples suggest that because of this inclusion of details, new perturbation bounds are much sharper than the existing ones.
Sylvester equation; Low-rank Alternating-Directional-Implicit (LR-ADI) method; Upper bounds; Perturbation bounds
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Podaci o izdanju
59 (3/4)
2010.
248-257
objavljeno
0167-6911
10.1016/j.sysconle.2010.02.002