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arXiv · 1908.06016

Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations

Davide Palitta·Valeria Simoncini
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Abstract

Galerkin and Petrov-Galerkin methods are some of the most successful solution procedures in numerical analysis. Their popularity is mainly due to the optimality properties of their approximate solution. We show that these features carry over to the (Petrov-)Galerkin methods applied for the solution of linear matrix equations. Some novel considerations about the use of Galerkin and Petrov-Galerkin schemes in the numerical treatment of general linear matrix equations are expounded and the use of constrained minimization techniques in the Petrov-Galerkin framework is proposed.

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Davide Palitta, Valeria Simoncini. 2019-08-16. Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations. https://arxiv.org/abs/1908.06016

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