On solving large algebraic Riccati matrix equations

Publication date 14 February 2011

Full work available at URL http://www.m-hikari.com/imf-2010/33-36-2010/index.html

Krylov subspace method full orthogonalization method algebraic Riccati matrix equation modified global Arnoldi algorithm restarted global FOM algorithm

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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