Krylov subspace method for gen Sylvester eqns with low-rank commuting coefficients
Extended Krylov Subspace Method for generalized Sylvester equations with low-rank commuting coefficients.
This Matlab code iteratively solves large-scale generalized Sylvester and Lyapunov matrix equations with low-rank commuting coefficients by means of the extended Krylov method and a proper selection of the starting blocks.
The code does not include any checking of the input data. See D. Palitta's webpage more information. Version 1.0.
Code related to the paper E. Jarlebring, G. Mele, D. Palitta and E. Ringh; Krylov methods for low-rank commuting generalized Sylvester equations.