How to solve large Sylvester equation AX + XB + C = 0

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Jon on 3 Sep 2014

Edited: Jon on 3 Sep 2014

How to solve large Sylvester equation AX + XB + C = 0 ? Specifically, size(A) = 500x500, size(B)=95000x95000, size(C)=500x95000, size(X) = 500x95000.

PS: B is sparse.

How about A, B, C are both sparse?

Matt J on 3 Sep 2014

Edited: Matt J on 3 Sep 2014

So B is sparse? It wouldn't be possible to hold a full matrix of that size. What about A and C? Are they sparse, too?

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