On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces

DOI10.1016/j.laa.2015.09.027zbMath1330.15017OpenAlexW2174041996WikidataQ115214819 ScholiaQ115214819MaRDI QIDQ896864

Zvonimir Bujanović, Peter Benner

Publication date: 14 December 2015

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2015.09.027

zbMATH Keywords

invariant subspacesHamiltonian matricesmatrix equationsalgebraic Riccati equationsKrylov subspacesADI iteration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57)

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