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An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation - MaRDI portal

An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation (Q836837)

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scientific article; zbMATH DE number 5602136
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English
An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
scientific article; zbMATH DE number 5602136

    Statements

    An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation (English)
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    8 September 2009
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    block Arnoldi method
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    extended block Krylov subspace method
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    low rank
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    iterative method
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    continuous-time algebraic Riccati equations
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    projection method
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    numerical experiments
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