Arnoldi methods for large Sylvester-like observer matrix equations, and an associated algorithm for partial spectrum assignment
The authors propose a numerical method for solving a Sylvester-type equation \(AX-XH=G,\) where, with given \(N\times N\) matrix A (considered here as large and sparse) and \(N\times m\) matrix G, they construct an \(m\times m\) Hessenberg matrix H with a preassigned spectrum, and an \(N\times m\) orthonormal matrix X.
Hessenberg matrix with preassigned spectum
scientific article; zbMATH DE number 4215272
scientific article