The shift-inverted J-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations
DOI10.1016/S0898-1221(97)00074-6zbMATH Open0889.65034OpenAlexW2147129570MaRDI QIDQ1368482FDOQ1368482
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
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convergenceeigenvaluesnumerical examplesymplectic basislarge and sparse Hamiltonian matrixlarge sparse algebraic Riccati equationsshift invert Lanczos algorithm
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Cites Work
- A Schur method for solving algebraic Riccati equations
- A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
- A Convergence Analysis for Nonsymmetric Lanczos Algorithms
- A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
- A Chart of Numerical Methods for Structured Eigenvalue Problems
- Residual Bounds on Approximate Eigensystems of Nonnormal Matrices
- Eigenvalues of perturbed Hermitian matrices
- On some algebraic problems in connection with general eigenvalue algorithms
- On Hamiltonian and symplectic Hessenberg forms
- Title not available (Why is that?)
- Computation of Stable Invariant Subspaces of Hamiltonian Matrices
Cited In (14)
- The bi-Lebedev scheme for the Maxwell eigenvalue problem with 3D bi-anisotropic complex media
- On the conditioning of factors in the SR decomposition
- A structure preserving approximation method for Hamiltonian exponential matrices
- A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process
- Approximation of the matrix exponential operator by a structure-preserving block Arnoldi-type method
- Numerical algorithms for undamped gyroscopic systems
- An invariant subspace method for large-scale algebraic Riccati equation
- Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
- A block \(J\)-Lanczos method for Hamiltonian matrices
- Electromagnetic field behavior of 3D Maxwell's equations for chiral media
- Balancing sparse Hamiltonian eigenproblems
- Errata to ``The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations
- Structured Eigenvalue Problems
- On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
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