Peter Benner, Enrique Quintana-Ortí, Gregorio Quintana-Ortí
Solving Linear Matrix Equations via Rational Iterative Schemes
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Hinweis
Bitte nutzen Sie beim Zitieren immer folgende Url:
http://nbn-resolving.de/urn:nbn:de:swb:ch1-200601460
Kurzfassung in Englisch
We investigate the numerical solution of stable
Sylvester equations via iterative schemes proposed
for computing the sign function of a matrix.
In particular, we discuss how the rational
iterations for the matrix sign function can
efficiently be adapted to the special structure
implied by the Sylvester equation. For Sylvester
equations with factored constant term as those
arising in model reduction or image restoration,
we derive an algorithm that computes the solution
in factored form directly. We also suggest
convergence criteria for the resulting iterations
and compare the accuracy and performance of the
resulting methods with existing Sylvester solvers.
The algorithms proposed here are easy to
parallelize. We report on the parallelization
of those algorithms and demonstrate their high
efficiency and scalability using experimental
results obtained on a cluster of
Intel Pentium Xeon processors.
weitere Metadaten
| Schlagwörter | Halley's method |
| Schlagwörter | Newton-Schulz iteration |
| Schlagwörter | Sylvester equation |
| Schlagwörter | matrix sign function |
| Schlagwörter | model reduction |
| SWD Schlagworte | Ordnungsreduktion |
| SWD Schlagworte | Parallelverarbeitung |
| DDC Klassifikation | 510 |
| Institution(en) | |
| Institution | TU Chemnitz |
| Abteilung | SFB 393 |
| Dokumententyp | Preprint |
| Sprache | Englisch |
| Veröffentlichungsdatum (online) | 01.09.2006 |
| persistente URN | urn:nbn:de:swb:ch1-200601460 |
| Quelle | Preprintreihe des Chemnitzer SFB 393, 04-08 |
| ISSN | 1619-7186 |
| Externe Referenz | http://www.tu-chemnitz.de/sfb393/preprints.html URL |