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一类Krylov子空间方法在求解Sylvester方程的应用
引用本文:张晓东,黄光鑫.一类Krylov子空间方法在求解Sylvester方程的应用[J].四川理工学院学报(自然科学版),2012,25(4):89-92.
作者姓名:张晓东  黄光鑫
作者单位:成都理工大学管理科学学院,成都,610059
摘    要:提出了一种求解Sylvester方程AX+XB=EFT的块Krylov子空间方法。当矩阵A和B非常大,并且右侧的的秩很小时,给出如何求解精确低秩近似解。理论结果和数值实例证明了方法的有效性。

关 键 词:Krylov子空间  Sylvester方程  Arnoldi算法

Application of a Kind of Krylov Subspace Methods in Solving the Sylvester Equation
ZHANG Xiao-dong,HUANG Guang-xin.Application of a Kind of Krylov Subspace Methods in Solving the Sylvester Equation[J].Journal of Sichuan University of Science & Engineering:Natural Science Editton,2012,25(4):89-92.
Authors:ZHANG Xiao-dong  HUANG Guang-xin
Affiliation:(College of Management Sciences,Chengdu University of Technology,Chengdu 610059,China)
Abstract:Block Krylov subspace methods for solving the Sylvester matrix equationAX+XB=EFT is proposed.When both matrices A and B are large and the right-hand side matrix is of small rank,it is shown that how to extract low-rank approximations.Some theoretical results are given and numerical experiments show the effectiveness of these block methods.
Keywords:Krylov subspace  Sylvester equations  Arnoldi algorithm
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