A class of low-rank short recurrences for nonsymmetric linear matrix equations

We propose a new class of short matrix recurrences for the solution of nonsymmetric linear equations of the type ${\mathbf{A}}_1\mathbf{X}{\mathbf{B}}_1+\dots +{\mathbf{A}}_p\mathbf{X}{\mathbf{B}}_p=C{D}^T$. These iterative methods combine local subspace projection to speed up convergence with rank truncation strategies and randomization procedures to limit memory consumption. Computational experiments on a benchmark problem as well as a challenging discretized mixed formulation of a diffusion equation with random inputs illustrate the potential of the proposed methodology.