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On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations

Author

Listed:
  • Abdeslem Hafid Bentbib

    (Laboratory LAMAI, University of Cadi Ayyad, Marrakesh 40000, Morocco)

  • Khalide Jbilou

    (LMPA, 50 rue F. Buisson, ULCO Calais, Calais 62228 , France)

  • EL Mostafa Sadek

    (ENSA d’EL Jadida, University Chouaib Doukkali, EL Jadida 24002, Morocco)

Abstract

In the present paper, we consider the large scale Stein matrix equation with a low-rank constant term A X B − X + E F T = 0 . 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.

Suggested Citation

  • Abdeslem Hafid Bentbib & Khalide Jbilou & EL Mostafa Sadek, 2017. "On Some Extended Block Krylov Based Methods for Large Scale Nonsymmetric Stein Matrix Equations," Mathematics, MDPI, vol. 5(2), pages 1-13, March.
  • Handle: RePEc:gam:jmathe:v:5:y:2017:i:2:p:21-:d:94197
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