Reduced rank extrapolation for multi-term Sylvester equations
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arXiv
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| Main Authors: | , , , , |
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| Format: | Preprint |
| Published: |
2026
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| _version_ | 1866912964851793920 |
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| author | Benner, Peter Boef, Pascal den Kürschner, Patrick Liu, Xiaobo Saak, Jens |
| author_facet | Benner, Peter Boef, Pascal den Kürschner, Patrick Liu, Xiaobo Saak, Jens |
| contents | We investigate the acceleration of stationary iterations for multi-term Sylvester equation by means of reduced rank extrapolation (RRE). Theoretical convergence results and implementations are provided for both small and large-scale problems. For the large-scale problems, an inexact non-stationary iteration is discussed, which makes use of low-rank matrix approximations. Numerical experiments illustrate the potential of the RRE acceleration which often leads to a substantial gain in convergence speed and therefore reducing the consumption of storage and computing time. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_12979 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Reduced rank extrapolation for multi-term Sylvester equations Benner, Peter Boef, Pascal den Kürschner, Patrick Liu, Xiaobo Saak, Jens Numerical Analysis 15A06, 15A24, 65B05, 65F10 We investigate the acceleration of stationary iterations for multi-term Sylvester equation by means of reduced rank extrapolation (RRE). Theoretical convergence results and implementations are provided for both small and large-scale problems. For the large-scale problems, an inexact non-stationary iteration is discussed, which makes use of low-rank matrix approximations. Numerical experiments illustrate the potential of the RRE acceleration which often leads to a substantial gain in convergence speed and therefore reducing the consumption of storage and computing time. |
| title | Reduced rank extrapolation for multi-term Sylvester equations |
| topic | Numerical Analysis 15A06, 15A24, 65B05, 65F10 |
| url | https://arxiv.org/abs/2603.12979 |