Titre :

A preconditioned block Arnoldi method for large scale Lyapunov and algebraic Riccati equations

Auteur(s) :

Bouhamidi, Abderrahman [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]
Hached, Mustapha [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Jbilou, Khalide [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]

Titre de la revue :

Journal of Global Optimization
The Fourth International Conference on Optimization, Simulation and Control

Pagination :

19-32

Éditeur :

Springer Verlag

Date de publication :

2016-05

ISSN :

0925-5001

Mot(s)-clé(s) en anglais :

ADI
Block Arnoldi
Block Krylov subspaces
Low-rank approximations
Lyapunov equation
Newton
Riccati
Stein equation

Discipline(s) HAL :

Mathématiques [math]

Résumé en anglais : [en]

In the present paper, we propose a preconditioned Newton–Block Arnoldi method for solving large continuous time algebraic Riccati equations. Such equations appear in control theory, model reduction, circuit simulation ...
Lire la suite >In the present paper, we propose a preconditioned Newton–Block Arnoldi method for solving large continuous time algebraic Riccati equations. Such equations appear in control theory, model reduction, circuit simulation amongst other problems. At each step of the Newton process, we solve a large Lyapunov matrix equation with a low rank right hand side. These equations are solved by using the block Arnoldi process associated with a preconditioner based on the alternating direction implicit iteration method. We give some theoretical results and report numerical tests to show the effectiveness of the proposed approach.Lire moins >

Langue :

Anglais

Comité de lecture :

Oui

Audience :

Internationale

Vulgarisation :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL