A Hessenberg-Schur Method for the Problem AX + XB = C
| dc.contributor.author | Golub, Gene H. | en_US |
| dc.contributor.author | Nash, Stephen | en_US |
| dc.contributor.author | Van Loan, Charles | en_US |
| dc.date.accessioned | 2007-04-23T18:22:20Z | |
| dc.date.available | 2007-04-23T18:22:20Z | |
| dc.date.issued | 1978-10 | en_US |
| dc.description.abstract | ONe of the most effective methods for solving the matrix equation AX + XB = C is the Bartels-Stewart algorithm. Key to this technique is the orthogonal reduction of A and B to triangular form using the QR algorithm for eigenvalues. A new method is proposed which differs from the Bartels-Stewart algorithm in that A is only reduced to Hessenberg form. The resulting algorithm is between 30 and 70 percent faster depending upon the dimensions of the matrices A and B. The stability of the new method is demonstrated through a roundoff error analysis and supported by numerical tests. Fianlly, it is shown how the techniques described can be applied and generalized to other matrix equation problems. | en_US |
| dc.format.extent | 2137611 bytes | |
| dc.format.extent | 1758139 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/postscript | |
| dc.identifier.citation | http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR78-354 | en_US |
| dc.identifier.uri | https://hdl.handle.net/1813/7472 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | Cornell University | en_US |
| dc.subject | computer science | en_US |
| dc.subject | technical report | en_US |
| dc.title | A Hessenberg-Schur Method for the Problem AX + XB = C | en_US |
| dc.type | technical report | en_US |