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Abstract

Recent results on the convergence of a Galerkin projection method for the Sylvester equation are extended to more general linear systems with tensor product structure. In the Hermitian positive definite case, explicit convergence bounds are derived for Galerkin projection based on tensor products of rational Krylov subspaces. The results can be used to optimize the choice of shifts for these methods. Numerical experiments demonstrate that the convergence rates predicted by our bounds appear to be sharp.

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