Research Communication | Open Access
Volume 2021 | Communication ID 61
Volume 2021 | Communication ID 61
| The extended block Arnoldi approach for solving large differential matrix equations T-Sylvester and nonsymmetric T-Riccati |
Lakhlifa Sadek, Hamad Talibi Alaoui
Received |
Accepted |
Published |
January 24, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: In the paper, we consider large-scale differential matrix equations nonsymmetric T-Riccati and T-Sylvester. These matrix equations appear in many applications such as control theory, transport theory, macroeconomics and policy dynamics, and others. So far, it presents an unexplored problem in numerical analysis, theoretical results, and computational methods, which are lacking in the literature. In this paper, we show how to apply Krylov methods such as the extended block Arnoldi algorithm to get low-rank approximate solutions. The initial problem is projected onto subspace to get ...