@inbook {IOPORT.06086581, author = {Jbilou, K. and Messaoudi, A.}, title = {A computational method for symmetric Stein matrix equations.}, year = {2011}, booktitle = {Numerical linear algebra in signals, systems and control. Selected papers based on the presentations at the international workshop, Kharagpur, India, January 9--11, 2007. In honor of Prof. Biswa Nath Datta.}, isbn = {978-94-007-0601-9}, pages = {295-311}, publisher = {New York, NY: Springer}, doi = {10.1007/978-94-007-0602-6_14}, abstract = {Summary: We propose a numerical method for solving the sparse symmetric Stein matrix equation $AXA^{T}-X+BB^{T}=0$. Such problems appear in control problems, filtering and image restoration. The proposed method is a Krylov subspace method based on the global Arnoldi algorithm. We apply the global Arnoldi algorithm to extract low-rank approximate solutions to Stein matrix equations. We give some theoretical results and report some numerical experiments to show the effectiveness of the proposed method.}, identifier = {06086581}, }