%0 Journal Article %A Khalide Jbilou %D 2012 %J International Journal of Mathematical and Computational Sciences %B World Academy of Science, Engineering and Technology %I Open Science Index 70, 2012 %T Approximate Solutions to Large Stein Matrix Equations %U https://publications.waset.org/pdf/5480 %V 70 %X In the present paper, we propose numerical methods for solving the Stein equation AXC - X - D = 0 where the matrix A is large and sparse. Such problems appear in discrete-time control problems, filtering and image restoration. We consider the case where the matrix D is of full rank and the case where D is factored as a product of two matrices. The proposed methods are Krylov subspace methods based on the block Arnoldi algorithm. We give theoretical results and we report some numerical experiments. %P 1380 - 1384