The shift-inverted J-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations

Computers and Mathematics with Applications

Volumn 33, Issue 10, 1997, Pages 23-40

  Ferng, W R ^c   Lin, Wen Wei ^a   Wang, Chern Shuh ^b  

^a NATIONAL TSING HUA UNIVERSITY   (Taiwan)

^b NATIONAL CENTER FOR HIGH PERFORMANCE COMPUTING   (Taiwan)

^c NONE

Author keywords

Hamiltonian matrix; J Lanczos algorithm; J tridiagonalization; Riccati equation; SR factorization; Sympletic matrix

Indexed keywords

ALGORITHMS; DIFFERENTIAL EQUATIONS; EIGENVALUES AND EIGENFUNCTIONS; NUMERICAL METHODS;

HAMILTONIAN MATRIX; J-LANCZOS ALGORITHM; SR FACTORIZATION; SYMPLETIC MATRIX;

RICCATI EQUATIONS;

EID: 0031128555     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0898-1221(97)00074-6     Document Type: Article

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