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

DOI10.1016/S0898-1221(97)00074-6MaRDI QIDQ1368482zbMATH OpenOpenAlexFDO

Authors 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)

Full work available at URL https://doi.org/10.1016/s0898-1221(97)00074-6

zbMATH Keywords

convergenceeigenvaluesnumerical examplesymplectic basislarge and sparse Hamiltonian matrixlarge sparse algebraic Riccati equationsshift invert Lanczos algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24)

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Cites work

• scientific article; zbMATH DE number 975557 (Why is no real title available?)
• A Chart of Numerical Methods for Structured Eigenvalue Problems
• A Convergence Analysis for Nonsymmetric Lanczos Algorithms
• A Schur method for solving algebraic Riccati equations
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• Computation of Stable Invariant Subspaces of Hamiltonian Matrices
• Eigenvalues of perturbed Hermitian matrices
• On Hamiltonian and symplectic Hessenberg forms
• On some algebraic problems in connection with general eigenvalue algorithms
• Residual Bounds on Approximate Eigensystems of Nonnormal Matrices

Cited in

(14)

• A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process
• Structured Eigenvalue Problems
• Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
• On the conditioning of factors in the SR decomposition
• A structure preserving approximation method for Hamiltonian exponential matrices
• Balancing sparse Hamiltonian eigenproblems
• Errata to ``The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations
• Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
• Numerical algorithms for undamped gyroscopic systems
• On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
• A block \(J\)-Lanczos method for Hamiltonian matrices
• The bi-Lebedev scheme for the Maxwell eigenvalue problem with 3D bi-anisotropic complex media
• An invariant subspace method for large-scale algebraic Riccati equation
• Electromagnetic field behavior of 3D Maxwell's equations for chiral media

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