KRYLOV SUBSPACE METHODS OF HESSENBERG BASED FOR ALGEBRAIC RICCATI EQUATION
From MaRDI portal
Publication:5858032
DOI10.11948/20190185OpenAlexW3022657932MaRDI QIDQ5858032
Ya-Jun Xie, Minhua Yin, Limin Ren
Publication date: 9 April 2021
Published in: Journal of Applied Analysis & Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.11948/20190185
Krylov subspace methodpivoting strategyPetrov-Galerkin conditioncontinuous algebraic Riccati equation (CARE)Hessenberg-based method
Numerical mathematical programming methods (65K05) Newton-type methods (49M15) Numerical computation of solutions to systems of equations (65H10)
Uses Software
Cites Work
- Unnamed Item
- A new look at CMRH and its relation to GMRES
- A minimal residual norm method for large-scale Sylvester matrix equations
- An invariant subspace method for large-scale algebraic Riccati equation
- A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory
- The autonomous linear quadratic control problem. Theory and numerical solution
- Block Krylov subspace methods for large algebraic Riccati equations
- CMRH: A new method for solving nonsymmetric linear systems based on the Hessenberg reduction algorithm
- Global FOM and GMRES algorithms for matrix equations
- Existence of algebraic matrix Riccati equations arising in transport theory
- Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations
- A new implementation of the CMRH method for solving dense linear systems
- A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
- Low rank approximate solutions to large Sylvester matrix equations
- Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
- On Newton's method for Riccati equation solution
- Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
- A Numerical Method for a Generalized Algebraic Riccati Equation
- Solution Form and Simple Iteration of a Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory
- Approximation of Large-Scale Dynamical Systems
This page was built for publication: KRYLOV SUBSPACE METHODS OF HESSENBERG BASED FOR ALGEBRAIC RICCATI EQUATION