Computational Methods for Linear Matrix Equations

@article{Simoncini2016ComputationalMF,
  title={Computational Methods for Linear Matrix Equations},
  author={Valeria Simoncini},
  journal={SIAM Rev.},
  year={2016},
  volume={58},
  pages={377-441}
}
  • V. Simoncini
  • Published 2016
  • Mathematics, Computer Science
  • SIAM Rev.
Given the square matrices $A, B, D, E$ and the matrix $C$ of conforming dimensions, we consider the linear matrix equation $A{\mathbf X} E+D{\mathbf X} B = C$ in the unknown matrix ${\mathbf X}$. Our aim is to provide an overview of the major algorithmic developments that have taken place over the past few decades in the numerical solution of this and related problems, which are producing reliable numerical tools in the formulation and solution of advanced mathematical models in engineering and… Expand
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