<p>We aim to find conditions on two Hilbert space operators <i>A</i> and <i>B</i> under which the expression <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="20_2024_2790_Article_IEq1.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="82" /> </InlineMediaObject> <EquationSource Format="TEX">\(AX-XB\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>A</mi> <mi>X</mi> <mo>-</mo> <mi>X</mi> <mi>B</mi> </mrow> </math></EquationSource> </InlineEquation> having low rank forces the operator <i>X</i> itself to admit a good low rank approximation. It is known that this can be achieved when <i>A</i> and <i>B</i> are normal and have well-separated spectra. In this paper, we relax this normality condition, using the idea of operator dilations. The basic problem then becomes the lifting of Sylvester equations, which is reminiscent of the classical commutant lifting theorem and its variations. Our approach also allows us to show that the (factored) alternating direction implicit method for solving Sylvester equations <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="20_2024_2790_Article_IEq2.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="117" /> </InlineMediaObject> <EquationSource Format="TEX">\(AX-XB=C\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>A</mi> <mi>X</mi> <mo>-</mo> <mi>X</mi> <mi>B</mi> <mo>=</mo> <mi>C</mi> </mrow> </math></EquationSource> </InlineEquation> can be quick, even without requiring <i>A</i> to be normal.</p>

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Lifting Sylvester Equations: Singular Value Decay for Non-Normal Coefficients

  • Raphaël Clouâtre,
  • Brock Klippenstein,
  • Richard Mikaël Slevinsky

摘要

We aim to find conditions on two Hilbert space operators A and B under which the expression \(AX-XB\) A X - X B having low rank forces the operator X itself to admit a good low rank approximation. It is known that this can be achieved when A and B are normal and have well-separated spectra. In this paper, we relax this normality condition, using the idea of operator dilations. The basic problem then becomes the lifting of Sylvester equations, which is reminiscent of the classical commutant lifting theorem and its variations. Our approach also allows us to show that the (factored) alternating direction implicit method for solving Sylvester equations \(AX-XB=C\) A X - X B = C can be quick, even without requiring A to be normal.