Journal of Applied Mathematics & Bioinformatics

An Arnoldi Based Algorithm for solving coupled Sylvester matrix equations

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  • Abstract

    In the present paper, we present a numerical method for the computation of approximate solutions for coupled Sylvester matrix equations. One advantage of the algorithm proposed is that can be used for large coupled Sylvester matrix equations and it require less storage space in implementation than existing numerical methods. Numerical examples and comparisons with other method are given to illustrate the effectiveness of the proposed method.