Low rank approximate solutions obtained from a different application of global arnoldi method

Year 2013, Volume: 31 Issue: 1, 34 - 42, 01.03.2013

A. Burcu Özyurt Serim Mustafa Bayram

Abstract

The aim of this paper is to examine a numerical method for the computation of approximate solution of the continuous-time algebraic Riccati equation using Krylov subspace matrix. First of all, Global Arnoldi process is initiated to construct an orthonormal basis. In addition, Krylov subspace matrix is employed as projection method because it is one of the frequently referred method in the literature. Lastly, some numerical examples are given in order to explain how this method works.

Keywords

Algebraic Riccati equation, Krylov subspace, Arnoldi.

References

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