An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
From MaRDI portal
Publication:836837
zbMath1171.65035MaRDI QIDQ836837
Mohammed Heyouni, Khalide Jbilou
Publication date: 8 September 2009
Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130626
numerical experiments; iterative method; projection method; low rank; block Arnoldi method; continuous-time algebraic Riccati equations; extended block Krylov subspace method
Related Items
Low-rank approximate solutions to large-scale differential matrix Riccati equations, Unnamed Item, A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation, A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, The Block Rational Arnoldi Method, Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations, Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control, Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control, On a family of low-rank algorithms for large-scale algebraic Riccati equations, The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients, A data-driven Krylov model order reduction for large-scale dynamical systems, A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations, Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis, A POD projection method for large-scale algebraic Riccati equations, On some properties of the extended block and global Arnoldi methods with applications to model reduction, An invariant subspace method for large-scale algebraic Riccati equation, Extended Arnoldi methods for large low-rank Sylvester matrix equations, On the numerical solution of large-scale sparse discrete-time Riccati equations, Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations, RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations, On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces, Extended Krylov subspace for parameter dependent systems, Balanced truncation-rational Krylov methods for model reduction in large scale dynamical systems, Adaptive high-order splitting schemes for large-scale differential Riccati equations, An extended nonsymmetric block Lanczos method for model reduction in large scale dynamical systems, Extended and rational Hessenberg methods for the evaluation of matrix functions, On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems, The extended symmetric block Lanczos method for matrix-valued Gauss-type quadrature rules, Projection schemes based on Hessenberg process for Sylvester tensor equation with low-rank right-hand side, An extended block Golub-Kahan algorithm for large algebraic and differential matrix Riccati equations, An alternative extended block Arnoldi method for solving low-rank Sylvester equations, On the solution of the nonsymmetric T-Riccati equation, A computational method for model reduction in index-2 dynamical systems for Stokes equations, Numerical methods for differential linear matrix equations via Krylov subspace methods, Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations, Krylov subspace methods for discrete-time algebraic Riccati equations, Large-scale algebraic Riccati equations with high-rank constant terms, On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations, A global rational Arnoldi method for model reduction, Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations, On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations, Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling, Gauss-Laurent-type quadrature rules for the approximation of functionals of a nonsymmetric matrix, An efficient extended block Arnoldi algorithm for feedback stabilization of incompressible Navier-Stokes flow problems, Extended Krylov subspace methods for solving Sylvester and Stein tensor equations, A low-rank solution method for Riccati equations with indefinite quadratic terms, The intrinsic Toeplitz structure and its applications in algebraic Riccati equations, Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations, Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey, Reduced basis approximation of large scale parametric algebraic Riccati equations, Order Reduction Methods for Solving Large-Scale Differential Matrix Riccati Equations, 2 Balancing-related model reduction methods
