Published August 1, 2018 | Version 1.0

Krylov methods for low‐rank commuting generalized Sylvester equations

  • 1. Max Planck Institute for Dynamics of Complex Technical Systems, CSC group
  • 2. KTH, Royal Institute of Technology

Description

This Matlab code iteratively solves large-scale generalized Sylvester and Lyapunov matrix equations with low-rank commuting coefficients by means of the extended Krylov method and a proper selection of the starting blocks. Version 1.0. 

Computational routines: EKSM_genSylv_LRcomm.m, EKSM_genLyap_LRcomm.m, GenSylv_smallscale.m 

Inhomogeneus_Helmholtzeq.m, MIMO_example.m are two examples of how to call the functions EKSM_genSylv_LRcomm.m and EKSM_genLyap_LRcomm.m respectively. 

The code does not include any checking of the input data. 

Related manuscript: 

Elias Jarlebring, Giampaolo Mele, Davide Palitta and Emil Ringh,  Krylov methods for low-rank commuting generalized Sylvester equations.

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