An Error Analysis for Rational Galerkin Projection Applied to the Sylvester Equation
نویسنده
چکیده
In this talk we suggest a new formula for the residual of Galerkin projection onto rational Krylov spaces applied to a Sylvester equation, and establish a relation to three different underlying extremal problems for rational functions. These extremal problems enable us to compare the size of the residual for the above method with that obtained by ADI. In addition, we may deduce several new a priori error estimates for Galerkin projection onto rational Krylov spaces, both for the Sylvester and for the Lyapunov equation.
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ورودعنوان ژورنال:
- SIAM J. Numerical Analysis
دوره 49 شماره
صفحات -
تاریخ انتشار 2011