Arnoldi-Riccati method for large eigenvalue problems
From MaRDI portal
Publication:1923879
DOI10.1007/BF01731935zbMath0856.65035MaRDI QIDQ1923879
Publication date: 13 October 1996
Published in: BIT (Search for Journal in Brave)
perturbationinvariant subspaceiterative methodRiccati equationlargest eigenvalueKrylov subspacelarge sparse matrixArnoldi-Riccati method
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)
Related Items
Computational Methods for Linear Matrix Equations, Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils, Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces, On the numerical solution of \(AX-XB=C\), The Riccati algorithm for eigenvalues and invariant subspaces of matrices with inexpensive action
Uses Software
Cites Work
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- Three methods for refining estimates of invariant subspaces
- Krylov-subspace methods for the Sylvester equation
- Simultaneous iteration for computing invariant subspaces of non-Hermitian matrices
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- Krylov space methods on state-space control models
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- Computational aspects of F. L. Bauer's simultaneous iteration method
- Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
- Arnoldi-Tchebychev procedure for large scale nonsymmetric matrices
- A Hessenberg-Schur method for the problem AX + XB= C
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
- Krylov Subspace Methods for Solving Large Lyapunov Equations
- Preconditioned Krylov Subspace Methods for Lyapunov Matrix Equations
- Computing selected eigenvalues of sparse unsymmetric matrices using subspace iteration
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
- The principle of minimized iterations in the solution of the matrix eigenvalue problem
