An extended block Golub-Kahan algorithm for large algebraic and differential matrix Riccati equations

DOI10.1016/j.camwa.2019.11.010zbMath1439.65052OpenAlexW2993214252MaRDI QIDQ2179063

Yanyan Li

Publication date: 12 May 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2019.11.010

zbMATH Keywords

matrix equationsGolub-Kahan bidiagonalizationlarge-scale equationsextended block Krylov subspace

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Related Items (2)

Refinement of multiparameters overrelaxation (RMPOR) method ⋮ Latest inversion-free iterative scheme for solving a pair of nonlinear matrix equations

Uses Software

• RICPAC

Cites Work

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