• 247 Citations
  • 7 h-Index
20042020

Research output per year

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Research Output

  • 247 Citations
  • 7 h-Index
  • 21 Article
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Article
2020

Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations

Zhang, L., Fan, H. Y. & Chu, E. K. W., 2020 Jun, In : Journal of Computational and Applied Mathematics. 371, 112685.

Research output: Contribution to journalArticle

Krylov subspace methods for discrete-time algebraic Riccati equations

Zhang, L., Fan, H. Y. & Chu, E. K. W., 2020 Jun, In : Applied Numerical Mathematics. 152, p. 499-510 12 p.

Research output: Contribution to journalArticle

Small-sample statistical condition estimation of rational Riccati equations

Zhang, L., Chu, E. K. W., Fan, H. Y. & Wei, Y., 2020 May, In : Applied Mathematics Letters. 103, 106172.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2019

Large-scale algebraic Riccati equations with high-rank constant terms

Yu, B., Fan, H. Y. & Chu, E. K. W., 2019 Dec 1, In : Journal of Computational and Applied Mathematics. 361, p. 130-143 14 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)
2018

Smith method for projected Lyapunov and Stein equations

Yu, B., Fan, H. Y. & Chu, E. K. W., 2018 Jan 1, In : UPB Scientific Bulletin, Series A: Applied Mathematics and Physics. 80, 2, p. 191-204 14 p.

Research output: Contribution to journalArticle

2017

Numerical solution to a linear equation with tensor product structure

Fan, H-Y., Zhang, L., Chu, E. K. W. & Wei, Y., 2017 Dec 1, In : Numerical Linear Algebra with Applications. 24, 6, e2106.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2 Citations (Scopus)
2016

Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control

Fan, H. Y., Weng, P. C. Y. & Chu, E. K. W., 2016 Feb 1, In : Numerical Algorithms. 71, 2, p. 245-272 28 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)

Q-less QR decomposition in inner product spaces

Fan, H. Y., Zhang, L., Chu, E. K. W. & Wei, Y., 2016 Feb 15, In : Linear Algebra and Its Applications. 491, p. 292-316 25 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2015

Homotopy for rational riccati equations arising in stochastic optimal control

Zhang, L., Fan, H. Y., Chu, E. K. W. & Wei, Y., 2015 Jan 1, In : SIAM Journal on Scientific Computing. 37, 1, p. B103-B125

Research output: Contribution to journalArticle

3 Citations (Scopus)
2014

Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils

Fan, H-Y., Weng, P. C. Y. & Chu, E. K. W., 2014 Jan 1, In : BIT Numerical Mathematics. 54, 1, p. 147-169 23 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2013

Perturbation analysis of the stochastic algebraic Riccati equation

Chiang, C. Y., Fan, H. Y., Lin, M. M. & Chen, H. A., 2013 Jan 1, In : Journal of Inequalities and Applications. 2013, 1, 580.

Research output: Contribution to journalArticle

Open Access
3 Citations (Scopus)

Residual bounds of the stochastic algebraic Riccati equation

Chiang, C. Y. & Fan, H. Y., 2013 Jan 1, In : Applied Numerical Mathematics. 63, p. 78-87 10 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2012

Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory

Weng, P. C. Y., Fan, H-Y. & Chu, E. K. W., 2012 Oct 1, In : Applied Mathematics and Computation. 219, 2, p. 729-740 12 p.

Research output: Contribution to journalArticle

10 Citations (Scopus)
2011

The Rayleigh-Ritz method, refinement and Arnoldi process for periodic matrix pairs

Chu, E. K. W., Fan, H. Y., Jia, Z., Li, T. & Lin, W. W., 2011 Feb 15, In : Journal of Computational and Applied Mathematics. 235, 8, p. 2626-2639 14 p.

Research output: Contribution to journalArticle

2010

A structured doubling algorithm for discrete-time algebraic riccati equations with singular control weighting matrices

Chiang, C. Y., Fan, H. Y. & Lin, W. W., 2010 Jun, In : Taiwanese Journal of Mathematics. 14, 3 A, p. 933-954 22 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)
2007

Projected generalized discrete-time periodic Lyapunov equations and balanced realization of periodic descriptor systems

Chu, E. K. W., Fan, H. Y. & Lin, W. W., 2007 Dec 1, In : SIAM Journal on Matrix Analysis and Applications. 29, 3, p. 982-1006 25 p.

Research output: Contribution to journalArticle

31 Citations (Scopus)
2005

A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations

Chu, E. K. W., Fan, H. Y. & Lin, W. W., 2005 Feb 1, In : Linear Algebra and Its Applications. 396, 1-3, p. 55-80 26 p.

Research output: Contribution to journalArticle

64 Citations (Scopus)

Normwise scaling of second order polynomial matrices

Fan, H. Y., Lin, W. W. & Van Dooren, P., 2005, In : SIAM Journal on Matrix Analysis and Applications. 26, 1, p. 252-256 5 p.

Research output: Contribution to journalArticle

37 Citations (Scopus)

Pole assignment in descriptor periodic systems

Fan, H-Y., Lin, W. W. & Xu, S., 2005 Oct 1, In : Science in China, Series A: Mathematics. 48, 10, p. 1309-1332 24 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
2004

Structure-preserving algorithms for periodic discrete-time algebraic Riccati equations

Chu, E. K. W., Fan, H-Y., Lin, W. W. & Wang, C. S., 2004 May 20, In : International Journal of Control. 77, 8, p. 767-788 22 p.

Research output: Contribution to journalArticle

68 Citations (Scopus)