Concepedia

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

William R. Ferng, Wen-Wei Lin, Chern-Shuh Wang

Computers & Mathematics with Applications · 1997 · 25 citations · 9 references

DOI

Concepts

References

9

A Schur method for solving algebraic Riccati equations

Alan J. Laub · IEEE Transactions on Automatic Control · 1979 · 1K citations · Full text

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A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix

Charles Van Loan · Linear Algebra and its Applications · 1984 · 191 citations

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A symplectic QR like algorithm for the solution of the real algebraic Riccati equation

Angelika Bunse‐Gerstner, Volker Mehrmann · IEEE Transactions on Automatic Control · 1986 · 123 citations

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Residual Bounds on Approximate Eigensystems of Nonnormal Matrices

W. Kahan, Beresford Ν. Parlett, E. Jiang · SIAM Journal on Numerical Analysis · 1982 · 101 citations

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A Chart of Numerical Methods for Structured Eigenvalue Problems

Angelika Bunse‐Gerstner, Ralph Byers, Volker Mehrmann · SIAM Journal on Matrix Analysis and Applications · 1992 · 100 citations

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