Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
Efficient numerical algorithms for the solution of large and sparse matrix Riccati and
Lyapunov equations based on the low rank alternating directions implicit (ADI) iteration have …
Lyapunov equations based on the low rank alternating directions implicit (ADI) iteration have …
Computational methods for linear matrix equations
V Simoncini - siam REVIEW, 2016 - SIAM
Given the square matrices A,B,D,E and the matrix C of conforming dimensions, we consider
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …
[BOOK][B] Numerical solution of algebraic Riccati equations
This monograph aims to provide a concise and comprehensive treatment of the basic theory
of algebraic Riccati equations and a description of both the classical and the more advanced …
of algebraic Riccati equations and a description of both the classical and the more advanced …
Two-sided projection methods for nonlinear model order reduction
In this paper, we investigate a recently introduced approach for nonlinear model order
reduction based on generalized moment matching. Using basic tensor calculus, we propose …
reduction based on generalized moment matching. Using basic tensor calculus, we propose …
Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation
For large scale problems, an effective approach for solving the algebraic Lyapunov equation
consists of projecting the problem onto a significantly smaller space and then solving the …
consists of projecting the problem onto a significantly smaller space and then solving the …
Closed-form solution of non-symmetric algebraic Riccati matrix equation
In this work we obtain closed-form expression for the solution of non-symmetric algebraic
Riccati equation (NARE), A X+ X B+ XCX= D, A, B, C, D∈ ℂ n× n, under some conditions on …
Riccati equation (NARE), A X+ X B+ XCX= D, A, B, C, D∈ ℂ n× n, under some conditions on …
[PDF][PDF] Self-generating and efficient shift parameters in ADI methods for large Lyapunov and Sylvester equations
Low-rank versions of the alternating direction implicit (ADI) iteration are popular and well
established methods for the numerical solution of large-scale Sylvester and Lyapunov …
established methods for the numerical solution of large-scale Sylvester and Lyapunov …
Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method
The solution of large-scale Lyapunov equations is a crucial problem for several fields of
modern applied mathematics. The low-rank Cholesky factor version of the alternating …
modern applied mathematics. The low-rank Cholesky factor version of the alternating …
Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
V Simoncini - SIAM Journal on Matrix Analysis and Applications, 2016 - SIAM
In the numerical solution of the algebraic Riccati equation A^*X+XA-XBB^*X+C^*C=0,
where A is large, sparse, and stable, and B, C have low rank, projection methods have …
where A is large, sparse, and stable, and B, C have low rank, projection methods have …
Riccati-based boundary feedback stabilization of incompressible Navier--Stokes flows
In this article a boundary feedback stabilization approach for incompressible Navier--Stokes
flows is studied. One of the main difficulties encountered is the fact that after space …
flows is studied. One of the main difficulties encountered is the fact that after space …