swMATH12997MaRDI QIDQ24919FDOQ24919
Author name not available (Why is that?)
Official website: http://dl.acm.org/citation.cfm?id=355700
Cited In (57)
- On estimating the condition of eigenvalues and eigenvectors
- Computable Error Bounds for Aggregated Markov Chains
- A degree selection method of matrix condensations for eigenvalue problems
- Fast Condition Estimation for a Class of Structured Eigenvalue Problems
- Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
- Block algorithms for reordering standard and generalized Schur forms
- On computing condition numbers for the nonsymmetric eigenproblem
- Computational Techniques for Real Logarithms of Matrices
- Numerical Considerations in Computing Invariant Subspaces
- Computing selected eigenvalues of sparse unsymmetric matrices using subspace iteration
- Synthesis of positive real multivariable feedback systems
- Finding well-conditioned similarities to block-diagonalize nonsymmetric matrices is NP-hard
- Deflation Techniques for an Implicitly Restarted Arnoldi Iteration
- A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
- A Schur method for the square root of a matrix
- An Initialization Program for Separably Stiff Systems
- Numerical solution of the symmetric riccati equation through riccati iteration
- Schur complement-based domain decomposition preconditioners with low-rank corrections.
- A linear algebraic procedure for solving linear perfect foresight models
- On a QR-Like Algorithm for Some Structured Eigenvalue Problems
- Algorithm 776: SRRIT
- Title not available (Why is that?)
- Factorization of a rational matrix: The singular case
- On the numerical properties of the Schur approach for solving the matrix Riccati equation
- Asymptotic analysis of two reduction methods for systems of chemical reactions
- Rational and polynomial matrix factorizations via recursive pole-zero cancellation
- The analytical approach for large scale non-classically damped dynamic system
- Title not available (Why is that?)
- Computation of Stable Invariant Subspaces of Hamiltonian Matrices
- Numerical methods and software for general and structured eigenvalue problems.
- A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems
- A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems
- EISPACK
- Algorithm 800
- CTDSX
- Algorithm 854
- An Algorithm for Computing Reducing Subspaces by Block Diagonalization
- Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
- CHEBYCODE
- DSUBSP
- HQR3 EXCHNG
- Title not available (Why is that?)
- Algorithm 517
- Statistical condition estimation for the roots of polynomials
- Title not available (Why is that?)
- The eigenvalue problem for damped gyroscopic systems
- On swapping diagonal blocks in real Schur form
- Title not available (Why is that?)
- A note on closed-loop balanced truncation
- A procedure for differentiating perfect-forsight-model reduced-form coefficients
- Modifications of rational transfer matrices to achieve positive realness.
- Direct Eigenvalue Reordering in a Product of Matrices in Periodic Schur Form
- Title not available (Why is that?)
- A High-Order Method for Stiff Boundary Value Problems with Turning Points
- A real Schur form method for modeling singularly perturbed systems
- Numerical Integration of the Differential Riccati Equation and Some Related Issues
- A hierarchical low rank Schur complement preconditioner for indefinite linear systems
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