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On the Squared Smith Method for large-scale Stein equations / Peter Benner, Grece El Khoury, Miloud Sadkane
VerfasserBenner, Peter ; Khoury, Grece El ; Sadkane, Miloud
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, September 11, 2012
Umfang1 Online-Ressource (23 Seiten = 0,3 MB) : Diagramme
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 12-15
URNurn:nbn:de:gbv:3:2-64068 
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On the Squared Smith Method for large-scale Stein equations [0.3 mb]
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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.