Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces

Hung Yuan Fan, Eric King wah Chu

研究成果: 雜誌貢獻期刊論文同行評審

2 引文 斯高帕斯(Scopus)

摘要

We consider the numerical solution of the projected nonsymmetric algebraic Riccati equations or their associated Sylvester equations via Newton's method, arising in the refinement of estimates of invariant (or deflating subspaces) for a large and sparse real matrix A (or pencil A−λB). The engine of the method is the inversion of the matrix P2P2A−γIn or Pl2Pl2(A−γB), for some orthonormal P2 or Pl2 from Rn×(n−m), making use of the structures in A or A−λB and the Sherman–Morrison–Woodbury formula. Our algorithms are efficient, under appropriate assumptions, as shown in our error analysis and illustrated by numerical examples.

原文英語
頁(從 - 到)70-86
頁數17
期刊Journal of Computational and Applied Mathematics
315
DOIs
出版狀態已發佈 - 2017 五月 1

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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