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Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory

✍ Scribed by Peter Chang-Yi Weng; Hung-Yuan Fan; Eric King-wah Chu

Book ID: 119186786
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 262 KB
Volume: 219
Category: Article
ISSN: 0096-3003
DOI: 10.1016/j.amc.2012.06.066

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## Abstract We consider the Sylvester equation __AX__−__XB__+__C__=0 where the matrix __C__∈ℂ^__n__×__m__^ is of low rank and the spectra of __A__∈ℂ^__n__×__n__^ and __B__∈ℂ^__m__×__m__^ are separated by a line. We prove that the singular values of the solution X decay exponentially, that means for