Efficient Algorithm for Generalized Sylvester's Equation

linear-algebra matrices algorithms

Here is a paper that addresses the problem you are looking at http://www.sciencedirect.com/science/article/pii/S0096300308006693 It uses Global FOM/GMRES, a generalization of Arnoldi process applied to blocks of vectors using a different inner-product.

It requires A and B to be sparse, or operators for which fast products are possible.

Related

P-adic integers and roots of unity
Showing that the "left-hand limit function" is left continuous
Direct products in the category Rel
Are non-degenerate bilinear forms equivalent to isomorphisms $V \cong V^*$?
Possible values of $\int \frac{dz}{\sqrt{1-z^2}}$ over a closed curve in a region?
Fundamental group of the n-holed torus
Inverse Function for a Taylor Series?
Green's Function / Impulse Response Confusion
When $\delta$ decreases should $\epsilon$ decrease? (In the definition of a limit when x approaches $a$ should $f(x)$ approach its limit $L$? )
Evaluate $\lim_{x\to \infty} \cos (\sqrt {x+1})-\cos (\sqrt x)$
If $x\in \left(0,\frac{\pi}{4}\right)$ then $\frac{\cos x}{(\sin^2 x)(\cos x-\sin x)}>8$
Calculating the max and min of $\sin(x)+\sin(y)+\sin(z)$