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- Title
On Some Numerical Methods for Solving Large Differential Nonsymmetric Stein Matrix Equations.
- Authors
Sadek, Lakhlifa; Sadek, El Mostafa; Talibi Alaoui, Hamad
- Abstract
In this paper, we propose a new numerical method based on the extended block Arnoldi algorithm for solving large-scale differential nonsymmetric Stein matrix equations with low-rank right-hand sides. This algorithm is based on projecting the initial problem on the extended block Krylov subspace to obtain a low-dimensional differential Stein matrix equation. The obtained reduced-order problem is solved by the backward differentiation formula (BDF) method or the Rosenbrock (Ros) method, the obtained solution is used to build the low-rank approximate solution of the original problem. We give some theoretical results and report some numerical experiments.
- Subjects
NONSYMMETRIC matrices; EQUATIONS; KRYLOV subspace; LOW-rank matrices; PROBLEM solving
- Publication
Mathematical & Computational Applications, 2022, Vol 27, Issue 4, p69
- ISSN
1300-686X
- Publication type
Article
- DOI
10.3390/mca27040069