401 research outputs found
Nonsingular systems of generalized Sylvester equations: An algorithmic approach
We consider the uniqueness of solution (i.e., nonsingularity) of systems of r generalized Sylvester and ⋆-Sylvester equations with n×n coefficients. After several reductions, we show that it is sufficient to analyze periodic systems having, at most, one generalized ⋆-Sylvester equation. We provide characterizations for the nonsingularity in terms of spectral properties of either matrix pencils or formal matrix products, both constructed from the coefficients of the system. The proposed approach uses the periodic Schur decomposition and leads to a backward stable O(n3r) algorithm for computing the (unique) solution
Some numerical challenges in control theory
We discuss a number of novel issues in the interdisciplinary area of numerical linear algebra and control theory. Although we do not claim to be exhaustive we give a number of problems which we believe will play an important role in the near future. These are: sparse matrices, structured matrices, novel matrix decompositions and numerical shortcuts. Each of those is presented in relation to a particular (class of) control problems. These are respectively: large scale control systems, polynomial system models, control of periodic systems, and normalized coprime factorizations in robust control
The automatic solution of partial differential equations using a global spectral method
A spectral method for solving linear partial differential equations (PDEs)
with variable coefficients and general boundary conditions defined on
rectangular domains is described, based on separable representations of partial
differential operators and the one-dimensional ultraspherical spectral method.
If a partial differential operator is of splitting rank , such as the
operator associated with Poisson or Helmholtz, the corresponding PDE is solved
via a generalized Sylvester matrix equation, and a bivariate polynomial
approximation of the solution of degree is computed in
operations. Partial differential operators of
splitting rank are solved via a linear system involving a block-banded
matrix in operations. Numerical
examples demonstrate the applicability of our 2D spectral method to a broad
class of PDEs, which includes elliptic and dispersive time-evolution equations.
The resulting PDE solver is written in MATLAB and is publicly available as part
of CHEBFUN. It can resolve solutions requiring over a million degrees of
freedom in under seconds. An experimental implementation in the Julia
language can currently perform the same solve in seconds.Comment: 22 page
Reordering the eigenvalues of a periodic matrix pair with applications in control
Reordering the eigenvalues of a periodic matrix pair is a computational task that arises from various applications related to discrete-time periodic descriptor systems, such as pole placement or linear-quadratic optimal control. However, it is also implicitly present in recently developed robust control methods for linear time-invariant systems. In this contribution, a direct algorithm for performing this task based on the solution of a periodic generalized Sylvester equation is proposed. The new approach is numerically backward stable and it is demonstrated that the resulting deflating subspaces can be much more accurate than those computed by collapsing methods
Approximate tensor-product preconditioners for very high order discontinuous Galerkin methods
In this paper, we develop a new tensor-product based preconditioner for
discontinuous Galerkin methods with polynomial degrees higher than those
typically employed. This preconditioner uses an automatic, purely algebraic
method to approximate the exact block Jacobi preconditioner by Kronecker
products of several small, one-dimensional matrices. Traditional matrix-based
preconditioners require storage and
computational work, where is the degree of basis polynomials used, and
is the spatial dimension. Our SVD-based tensor-product preconditioner requires
storage, work in two spatial
dimensions, and work in three spatial dimensions.
Combined with a matrix-free Newton-Krylov solver, these preconditioners allow
for the solution of DG systems in linear time in per degree of freedom in
2D, and reduce the computational complexity from to
in 3D. Numerical results are shown in 2D and 3D for the
advection and Euler equations, using polynomials of degree up to . For
many test cases, the preconditioner results in similar iteration counts when
compared with the exact block Jacobi preconditioner, and performance is
significantly improved for high polynomial degrees .Comment: 40 pages, 15 figure
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