An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
From MaRDI portal
Publication:836837
zbMath1171.65035MaRDI QIDQ836837
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
numerical experiments; iterative method; projection method; low rank; block Arnoldi method; continuous-time algebraic Riccati equations; extended block Krylov subspace method
Related Items
Low-rank approximate solutions to large-scale differential matrix Riccati equations, A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation, Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control, Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control, A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations, Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis, A POD projection method for large-scale algebraic Riccati equations, On some properties of the extended block and global Arnoldi methods with applications to model reduction, An invariant subspace method for large-scale algebraic Riccati equation, Extended Arnoldi methods for large low-rank Sylvester matrix equations, On the numerical solution of large-scale sparse discrete-time Riccati equations, Block Arnoldi-based methods for large scale discrete-time algebraic Riccati equations, RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations, On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces, Extended Krylov subspace for parameter dependent systems, Balanced truncation-rational Krylov methods for model reduction in large scale dynamical systems, Adaptive high-order splitting schemes for large-scale differential Riccati equations, An extended nonsymmetric block Lanczos method for model reduction in large scale dynamical systems, Extended and rational Hessenberg methods for the evaluation of matrix functions, Large-scale algebraic Riccati equations with high-rank constant terms, On some extended block Krylov based methods for large scale nonsymmetric Stein matrix equations, A global rational Arnoldi method for model reduction, Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations, On the convergence of inexact Newton methods for discrete-time algebraic Riccati equations, Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations, Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey, Reduced basis approximation of large scale parametric algebraic Riccati equations