An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
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Publication:836837
zbMATH Open1171.65035MaRDI QIDQ836837FDOQ836837
Authors: Mohammed Heyouni, Khalide Jbilou 
Publication date: 8 September 2009
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130626
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numerical experimentsiterative methodprojection methodlow rankblock Arnoldi methodcontinuous-time algebraic Riccati equationsextended block Krylov subspace method
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- The Block Rational Arnoldi Method
- On some properties of the extended block and global Arnoldi methods with applications to model reduction
- Low-rank generalized alternating direction implicit iteration method for solving matrix equations
- Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
- Extended block Hessenberg method for large-scale Sylvester differential matrix equations
- A class of Petrov-Galerkin Krylov methods for algebraic Riccati equations
- An improved extended block Arnoldi method for solving low-rank Lyapunov equation
- On a family of low-rank algorithms for large-scale algebraic Riccati equations
- The constant solution method for solving large-scale differential Sylvester matrix equations with time invariant coefficients
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