Krylov methods for low‐rank commuting generalized Sylvester equations
Authors/Creators
- 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.
Files
Files
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