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• W2955572486 abstract "We consider a class of linear matrix equations involving semi-infinite matrices which have a quasi-Toeplitz structure. These equations arise in different settings, mostly connected with PDEs or the study of Markov chains such as random walks on bidimensional lattices. We present the theory justifying the existence in an appropriate Banach algebra which is computationally treatable, and we propose several methods for their solutions. We show how to adapt the ADI iteration to this particular infinite dimensional setting, and how to construct rational Krylov methods. Convergence theory is discussed, and numerical experiments validate the proposed approaches." @default.
• W2955572486 created "2019-07-12" @default.
• W2955572486 creator A5049219826 @default.
• W2955572486 date "2019-07-05" @default.
• W2955572486 modified "2023-09-27" @default.
• W2955572486 title "Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations" @default.
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• W2955572486 hasPublicationYear "2019" @default.
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