Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

P Benner, J Saak - GAMM‐Mitteilungen, 2013 - Wiley Online Library
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 …

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 …

[BOOK][B] Numerical solution of algebraic Riccati equations

DA Bini, B Iannazzo, B Meini - 2011 - SIAM
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 …

Two-sided projection methods for nonlinear model order reduction

P Benner, T Breiten - SIAM Journal on Scientific Computing, 2015 - SIAM
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 …

Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation

V Druskin, L Knizhnerman, V Simoncini - SIAM Journal on Numerical Analysis, 2011 - SIAM
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 …

Closed-form solution of non-symmetric algebraic Riccati matrix equation

A Shirilord, M Dehghan - Applied Mathematics Letters, 2022 - Elsevier
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 …

[PDF][PDF] Self-generating and efficient shift parameters in ADI methods for large Lyapunov and Sylvester equations

P Benner, P Kürschner, J Saak - Electronic Transactions on Numerical …, 2014 - emis.de
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 …

Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method

P Benner, P Kürschner, J Saak - Numerical Algorithms, 2013 - Springer
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 …

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 …

Riccati-based boundary feedback stabilization of incompressible Navier--Stokes flows

E Bänsch, P Benner, J Saak, HK Weichelt - SIAM Journal on Scientific …, 2015 - SIAM
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 …