English

A Non-Recursive, Dimension-Independent Schur-Decomposition Algorithm for $N$-Dimensional Sylvester Tensor Equations

Numerical Analysis 2026-05-12 v2 Numerical Analysis

Abstract

In this paper we present a non-recursive direct solver, based on the Bartels-Stewart algorithm, for NN-dimensional Sylvester tensor equations. The method relies only on Schur decompositions of the coefficient matrices and reduces the computation to a single sequential sweep over tensor entries, making it entirely independent of the dimension NN. Its main advantages are simplicity, a dimension-independent formulation, and the ability to solve very high-dimensional problems limited only by available memory, which is used efficiently. We successfully solve cases up to N=29N=29 on a standard laptop with 3232 GB RAM. Compared with the recursive blocked method of Chen and Kressner (state of the art), both approaches achieve identical accuracy. The recursive method is faster for large coefficient matrices, whereas our solver is competitive or superior when matrices are small, especially for large NN, where recursive methods cannot effectively exploit BLAS-3 kernels. It also uses memory more efficiently: for near-capacity problems (e.g., matrices of order 1919 with N=7N=7, where solution and right-hand side occupy 28\approx 28 GB), the Chen-Kressner method exceeds available memory, while ours succeeds. The method is also significantly simpler to implement, fully independent of NN, and correctly handles singleton dimensions. We detail the algorithm and derive accurate cost estimates. For reproducibility, we provide pseudocode and complete MATLAB implementations. As an application, we compute solutions of linear NN-dimensional ODE systems with constant coefficients at arbitrary times, and thus of evolutionary PDEs after spatial discretization, including highly accurate solutions of an advection-diffusion equation on RN\mathbb{R}^N.

Keywords

Cite

@article{arxiv.2412.15840,
  title  = {A Non-Recursive, Dimension-Independent Schur-Decomposition Algorithm for $N$-Dimensional Sylvester Tensor Equations},
  author = {Carlota M. Cuesta and Francisco de la Hoz},
  journal= {arXiv preprint arXiv:2412.15840},
  year   = {2026}
}

Comments

31 pages

R2 v1 2026-06-28T20:43:44.972Z