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The extended block Arnoldi method for solving generalized differential Sylvester equations | ||
| Journal of Mathematical Modeling | ||
| مقاله 6، دوره 8، شماره 2، مرداد 2020، صفحه 189-206 اصل مقاله (326.46 K) | ||
| نوع مقاله: Research Article | ||
| شناسه دیجیتال (DOI): 10.22124/jmm.2020.15871.1388 | ||
| نویسندگان | ||
| Lakhlifa Sadek* ؛ Hamad Talibi Alaoui | ||
| Faculte' des Sciences, University Chouaib Doukkali, Morocco | ||
| چکیده | ||
| In the present paper, we propose a new method for solving large-scale generalized differential Sylvester equations, by projecting the initial problem onto the extended block Krylov subspace with an orthogonality Galerkin condition. This projection gives rise to a low-dimensional generalized differential Sylvester matrix equation. The low-dimensional equations is then solved by Rosenbrock or BDF method. We give some theoretical results and report some numerical experiments to show the effectiveness of the proposed method. | ||
| کلیدواژه‌ها | ||
| Extended block Krylov subspace؛ Generalized differential Sylvester matrix equation؛ low-rank approximate solution؛ Rosenbrock method؛ BDF method | ||
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