On the numerical solution of a class of systems of linear matrix equations

Author:

Simoncini Valeria12

Affiliation:

1. Dipartimento di Matematica, Alma Mater Studiorum - Università di Bologna, Piazza di Porta San Donato, Bologna, Italy

2. IMATI-CNR, Pavia

Abstract

Abstract We consider the solution of systems of linear matrix equations in two or three unknown matrices. For dense problems we derive algorithms that determine the numerical solution by only involving matrices of the same size as those in the original problem, thus requiring low computational resources. For large and structured systems we show how the problem properties can be exploited to design effective algorithms with low memory and operation requirements. Numerical experiments illustrate the performance of the new methods.

Funder

Metodi numerici avanzati per equazioni e funzioni di matrici con struttura

Gruppo Nazionale di Calcolo Scientifico

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Computational Mathematics,General Mathematics

Reference32 articles.

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