Reduced rank extrapolation for multi-term Sylvester equations
Numerical Analysis
2026-03-16 v1 Numerical Analysis
Abstract
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.
Cite
@article{arxiv.2603.12979,
title = {Reduced rank extrapolation for multi-term Sylvester equations},
author = {Peter Benner and Pascal den Boef and Patrick Kürschner and Xiaobo Liu and Jens Saak},
journal= {arXiv preprint arXiv:2603.12979},
year = {2026}
}