A class of Petrov-Galerkin Krylov methods for algebraic Riccati equations

DOI10.1553/ETNA_VOL62S138MaRDI QIDQ6653676zbMATH OpenFDO

Authors Christian Bertram, Heike Faßbender

Publication date 17 December 2024

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

projection methodalgebraic Riccati equation(block) rational Krylov subspacelarge-scale matrix equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

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Cites work

• scientific article; zbMATH DE number 802915 (Why is no real title available?)
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• Rational Krylov sequence methods for eigenvalue computation
• Rational Krylov: A Practical Algorithm for Large Sparse Nonsymmetric Matrix Pencils
• Rational interpolation methods for symmetric Sylvester equations
• The Block Rational Arnoldi Method
• The University of Florida sparse matrix collection

Cited in

(1)

• On a family of low-rank algorithms for large-scale algebraic Riccati equations

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