Peter Benner, Enrique Quintana-Ortí, Gregorio Quintana-Ortí

Solving Linear Matrix Equations via Rational Iterative Schemes

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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 SchlagworteOrdnungsreduktion
SWD SchlagworteParallelverarbeitung
DDC Klassifikation510
Institution(en) 
InstitutionTU Chemnitz
AbteilungSFB 393
DokumententypPreprint
SpracheEnglisch
Veröffentlichungsdatum (online)01.09.2006
persistente URNurn:nbn:de:swb:ch1-200601460
QuellePreprintreihe des Chemnitzer SFB 393, 04-08
ISSN1619-7186
Externe Referenzhttp://www.tu-chemnitz.de/sfb393/preprints.html
URL

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