The Riccati algorithm for eigenvalues and invariant subspaces of matrices with inexpensive action

DOI10.1016/S0024-3795(02)00392-0zbMath1030.65022OpenAlexW2079508024MaRDI QIDQ1855446

Jan H. Brandts

Publication date: 5 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0024-3795(02)00392-0

zbMATH Keywords

stabilitycomparison of methodsalgebraic Riccati equationnumerical examplesinvariant subspacetensor productsJacobi-Davidson methodRitz-Galerkin methodKrylov subspacessubspace iterationblock Rayleigh quotient iterationorthogonal corrections

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Related Items

Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations, Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem, Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils, On the subspace projected approximate matrix method., Convergence and preconditioning of inexact inverse subspace iteration for generalized eigenvalue problems, The Jacobi-Davidson method, Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces, Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control

Uses Software

• eigs
• JDQR
• mctoolbox
• IRAM

Cites Work

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