The current implementation discretizes rank-K PDOs using chebop2 ideas by constructing a K-term matrix equation, eliminating boundary constraints, and then building a large linear system by taking Kronecker products. If K is large then this is very slow as all operations must be performed K times. We would like to do everything directly in Kronecker space instead.
If K = 2, then we should never go to Kronecker space and instead solve with Bartels-Stewart or ADI.
The current implementation discretizes rank-K PDOs using
chebop2
ideas by constructing a K-term matrix equation, eliminating boundary constraints, and then building a large linear system by taking Kronecker products. If K is large then this is very slow as all operations must be performed K times. We would like to do everything directly in Kronecker space instead.If K = 2, then we should never go to Kronecker space and instead solve with Bartels-Stewart or ADI.