On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations
Laboratory LAMAI, University of Cadi Ayyad, Marrakesh 40000, Morocco
LMPA, 50 rue F. Buisson, ULCO Calais, Calais 62228 , France
ENSA d’EL Jadida, University Chouaib Doukkali, EL Jadida 24002, Morocco
Author to whom correspondence should be addressed.
Academic Editor: Lokenath Debnath
Received: 22 December 2016 / Revised: 15 March 2017 / Accepted: 17 March 2017 / Published: 27 March 2017
In the present paper, we consider the large scale Stein matrix equation with a low-rank constant term
. These matrix equations appear in many applications in discrete-time control problems, filtering and image restoration and others. The proposed methods are based on projection onto the extended block Krylov subspace with a Galerkin approach (GA) or with the minimization of the norm of the residual. We give some results on the residual and error norms and report some numerical experiments.
This is an open access article distributed under the Creative Commons Attribution License
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).
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MDPI and ACS Style
Bentbib, A.H.; Jbilou, K.; Sadek, E.M. On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations. Mathematics 2017, 5, 21.
Bentbib AH, Jbilou K, Sadek EM. On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations. Mathematics. 2017; 5(2):21.
Bentbib, Abdeslem H.; Jbilou, Khalide; Sadek, EL M. 2017. "On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations." Mathematics 5, no. 2: 21.
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