Shifted Kronecker Product Systems

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Shifted Kronecker Product Systems

Abstract. A fast method for solving a linear system of the form (A(p) ⊗ · · · ⊗ A(1) − λI)x = b is given where each A(i) is an ni-by-ni matrix. The first step is to convert the problem to triangular form (T (p) ⊗ · · · ⊗ T (1) − λI)y = c by computing the (complex) Schur decompositions of the A(i). This is followed by a recursive back-substitution process that fully exploits the Kronecker struct...

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ژورنال

عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications

سال: 2007

ISSN: 0895-4798,1095-7162

DOI: 10.1137/050631707