pymor.algorithms.sylvester¶
Module Contents¶
Functions¶
Solve Sylvester equation by Schur decomposition. |
- pymor.algorithms.sylvester.solve_sylv_schur(A, Ar, E=None, Er=None, B=None, Br=None, C=None, Cr=None)[source]¶
Solve Sylvester equation by Schur decomposition.
Solves Sylvester equation
\[A V E_r^T + E V A_r^T + B B_r^T = 0\]or
\[A^T W E_r + E^T W A_r + C^T C_r = 0\]or both using (generalized) Schur decomposition (Algorithms 3 and 4 in [BKohlerS11]), if the necessary parameters are given.
Parameters
- A
Real
Operator.- Ar
Real
Operator. It is converted into aNumPy arrayusingto_matrix.- E
Real
OperatororNone(then assumed to be the identity).- Er
Real
OperatororNone(then assumed to be the identity). It is converted into aNumPy arrayusingto_matrix.- B
Real
OperatororNone.- Br
Real
OperatororNone. It is assumed thatBr.range.from_numpyis implemented.- C
Real
OperatororNone.- Cr
Real
OperatororNone. It is assumed thatCr.source.from_numpyis implemented.
Returns
- V
Returned if
BandBrare given,VectorArrayfromA.source.- W
Returned if
CandCrare given,VectorArrayfromA.source.
Raises
- ValueError
If
VandWcannot be returned.