# Tagged Questions

This question is about equations where the unknown itself is a matrix such as Sylvester or Riccati equations. For systems of linear equations (where the unknown is a vector), use "linear-system".

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### Eigenvectors of Black-box matrix

$\DeclareMathOperator{\diag}{diag}$ Consider the generalized eigenproblem $A\mathbf{x}=\lambda B\mathbf{x}$. When solving PDEs numerically (specifically, I am interested on finding the Dirichlet ...
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### Convergence conditions of a stationary iteration method for linear systems

Recently, I obtain a linear system, $Ax = b$, where $A$ is a nonsingular, strictly diagonally dominant $M$-matrix. Then I also got a matrix splitting $A = S - T$, where $S$ is also a nonsingular, ...
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### The fast, and The Backward-Stable (left) $3\times 3$ matrix inverse

I need to compute a lot of $3\times3$ matrix inverses (for Newton iteration polar decomposition), with very small number of degenerate cases ($<0.1\%$). Explicit inverse (via matrix minors divided ...
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### FLOPS of a linear system

I have two questions that I want to ask. Consider the following system: $$BM = A$$ i) $B$ is a $n$ by $n$ tridiagonal matrix and $A$ is a diagonal matrix. What is the leading order computation cost ...
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### On solution of a class of discrete-time Lyapunov equation for systems with multiplicaitve noise

Let's consider the following equation $$X=F_{1}XF_{1}^{T}+...+F_{p}XF_{p}^{T}+C$$ where $p$ is an positive integer and $C$ is a known positive semidefinite matrix. If we augment $F=[F_{1}...F_{p}]$ ...