A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations

DOI10.1007/s10898-015-0317-0zbMath1339.49024OpenAlexW2273418984MaRDI QIDQ276501

M. Hached, Abderrahman Bouhamidi, Khalide Jbilou

Publication date: 4 May 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-015-0317-0

zbMATH Keywords

Stein equationLyapunov equationsalgebraic Riccati equationslow-rank approximationsblock-Krylov subspacesNewton-block-Arnoldi method

Mathematics Subject Classification ID

Newton-type methods (49M15) Matrix equations and identities (15A24)

Related Items

A NEW VERSION OF THE SMITH METHOD FOR SOLVING SYLVESTER EQUATION AND DISCRETE-TIME SYLVESTER EQUATION, Low-rank approximate solutions to large-scale differential matrix Riccati equations

Uses Software

• LYAPACK
• RICPAC
• Algorithm 432

Cites Work

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