On the singular values of matrices with high displacement rank

2017/12/15 by Townsend, Alex, Wilber, Heather · 1 citation
#15A18 #15A24 #65F30 #65N35 #FOS: Mathematics #Numerical Analysis (math.NA)

paper · doi:10.48550/arxiv.1712.05864

Abstract

We introduce a new ADI-based low rank solver for AX-XB=F, where F has rapidly decaying singular values. Our approach results in both theoretical and practical gains, including (1) the derivation of new bounds on singular values for classes of matrices with high displacement rank, (2) a practical algorithm for solving certain Lyapunov and Sylvester matrix equations with high rank right-hand sides, and (3) a collection of low rank Poisson solvers that achieve spectral accuracy and optimal computational complexity.

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