On a family of low-rank algorithms for large-scale algebraic Riccati equations
From MaRDI portal
Publication:6118776
DOI10.1016/j.laa.2024.01.020arXiv2304.01624WikidataQ128775724 ScholiaQ128775724MaRDI QIDQ6118776
Heike Fassbender, Christian Bertram
Publication date: 28 February 2024
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.01624
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An invariant subspace method for large-scale algebraic Riccati equation
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations
- Rational Krylov sequence methods for eigenvalue computation
- An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
- On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
- Rational Krylov for real pencils with complex eigenvalues
- Rational Krylov algorithms for nonsymmetric eigenvalue problems. II: Matrix pairs
- Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method
- The ADI iteration for Lyapunov equations implicitly performsH2pseudo-optimal model order reduction
- Analysis of an Iteration Method for the Algebraic Riccati Equation
- Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations
- Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
- An improved numerical method for balanced truncation for symmetric second-order systems
- A new subspace iteration method for the algebraic Riccati equation
- The university of Florida sparse matrix collection
- Rational Krylov: A Practical Algorithm for Large Sparse Nonsymmetric Matrix Pencils
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- Low Rank Solution of Lyapunov Equations
- A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems
- The Block Rational Arnoldi Method
- Approximate residual-minimizing shift parameters for the low-rank ADI iteration
- Generalized Rational Krylov Decompositions with an Application to Rational Approximation
- On two numerical methods for the solution of large-scale algebraic Riccati equations
