4 papers · 1 filter
On the convergence of Krylov methods with low-rank truncations
Davide Palitta, Patrick Kürschner
Low-rank Krylov methods are one of the few options available in the literature to address the numerical solution of large-scale general linear matrix equations. These routines amou…
Matrix equation techniques for certain evolutionary partial differential equations
Davide Palitta
We show that the discrete operator stemming from the time and space discretization of evolutionary partial differential equations can be represented in terms of a single Sylvester…
Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations
Davide Palitta, Valeria Simoncini
Galerkin and Petrov-Galerkin methods are some of the most successful solution procedures in numerical analysis. Their popularity is mainly due to the optimality properties of their…
The projected Newton-Kleinman method for the algebraic Riccati equation
Davide Palitta
The numerical solution of the algebraic Riccati equation is a challenging task especially for very large problem dimensions. In this paper we present a new algorithm that combines…