The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations

DOI10.1016/S0898-1221(97)00074-6zbMath0889.65034MaRDI QIDQ1368482

Wen-Wei Lin, Chern-Shuh Wang, William R. Ferng

Publication date: 2 June 1998

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

convergence; numerical example; eigenvalues; symplectic basis; large and sparse Hamiltonian matrix; large sparse algebraic Riccati equations; shift invert Lanczos algorithm

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

15A24: Matrix equations and identities

Related Items

A structure preserving approximation method for Hamiltonian exponential matrices, A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process, An invariant subspace method for large-scale algebraic Riccati equation, Numerical algorithms for undamped gyroscopic systems, Balancing sparse Hamiltonian eigenproblems, Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems, Structured Eigenvalue Problems

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