Approximate solutions to large Stein matrix equations
نویسنده
چکیده
In the present paper, we propose numerical methods for solving the Stein equation AXC − X − D = 0 where the matrix A is large and sparse. Such problems appear in discrete-time control problems, filtering and image restoration. We consider the case where the matrix D is of full rank and the case where D is factored as a product of two matrices. The proposed methods are Krylov subspace methods based on the block Arnoldi algorithm. We give theoretical results and we report some numerical experiments. Keywords—IEEEtran, journal, LTEX, paper, template.
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