Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces

DOI10.1016/j.cam.2016.10.018zbMath1352.15012OpenAlexW2549447903MaRDI QIDQ729850

Hung-Yuan Fan, Eric King-Wah Chu

Publication date: 22 December 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.10.018

zbMATH Keywords

invariant subspacesparse matrixSylvester equationlarge-scale problemnonsymmetric algebraic Riccati equationdeflating subspace

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18) Matrix pencils (15A22)

Related Items (4)

Solving the system of Sylvester matrix equations ⋮ Unnamed Item ⋮ Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control ⋮ A class of fixed point iteration for the coupled algebraic Riccati equation

Uses Software

• Matlab
• mctoolbox

Cites Work

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• A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
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• A Note on the Stability of Solving a Rank-p Modification of a Linear System by the Sherman–Morrison–Woodbury Formula
• Mixed block elimination for linear systems with wider borders
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems
• Cubically Convergent Iterations for Invariant Subspace Computation
• The convergence of harmonic Ritz values, harmonic Ritz vectors and refined harmonic Ritz vectors
• Accuracy and Stability of Numerical Algorithms
• Continuation of invariant subspaces

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