The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients

Numerical optimization and variational techniques (65K10) Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Direct numerical methods for linear systems and matrix inversion (65F05)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Extended Arnoldi methods for large low-rank Sylvester matrix equations
An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
ADI preconditioned Krylov methods for large Lyapunov matrix equations
Krylov-subspace methods for the Sylvester equation
Matrix Riccati equations in control and systems theory
Direct methods for matrix Sylvester and Lyapunov equations
Numerical solutions to large-scale differential Lyapunov matrix equations
Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
Solution formulas for differential Sylvester and Lyapunov equations
Sylvester Tikhonov-regularization methods in image restoration
A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications
A block Arnoldi based method for the solution of the Sylvester-observer equation
Finite-time stability and control
The university of Florida sparse matrix collection
Computational Methods for Linear Matrix Equations
A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
Block variants of Hammarling's method for solving Lyapunov equations
A Hessenberg-Schur method for the problem AX + XB= C
Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
The numerical solution of<tex>X = A_{1}X + XA_{2} + D, X(0) = C</tex>
Krylov Subspace Methods for Solving Large Lyapunov Equations
Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
Computational Krylov‐based methods for large‐scale differential Sylvester matrix problems
The Scaling and Squaring Method for the Matrix Exponential Revisited
Rosenbrock Methods for Solving Riccati Differential Equations
Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
A preconditioned block Arnoldi method for large Sylvester matrix equations
Explicit Solutions of Linear Matrix Equations
Approximation of Large-Scale Dynamical Systems
Integration of Stiff Equations
Block Krylov subspace methods for solving large Sylvester equations

This page was built for publication: The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients