Krylov subspace restart scheme for solving large-scale Sylvester equations
Mian Ilyas Ahmad, Imad M. Jaimoukha, Michalis Frangos · 2010
The development of efficient interior point methods has greatly enlarged the range of control problems with feasible numerical solution. These methods are nevertheless difficult to solve for large-scale problems. In this paper we suggest the use of a Krylov subspace technique for the efficient low-rank approximate solution to large-scale Sylvester equations. The suggested method is a novel restart scheme which improves further the computation efficiency and storage requirements of the standard Krylov subspace methods for the solution of large-scale Sylvester equations.