Results 151 to 160 of about 123,245 (174)

4. Structured Invariant Subspace Methods

2011
The numerical solution of an algebraic Riccati equation can be reduced to the computation of an invariant subspace of a suitable matrix or a deflating subspace of a suitable pencil.
Dario Andrea Bini, Bruno Iannazzo, Beatrice Meini   +2 more
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Sensitivity eigenanalysis for single shift-invariant subspace-based methods

Signal Processing, 2000
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Convergence of the Newton--Kantorovich Method for Calculating Invariant Subspaces

Mathematical Notes, 2004
We propose a version of the Newton--Kantorovich method which, given a nondegenerate square n X n matrix and a number ...
Yu. M. Nechepurenko, M. Sadkane
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An invariant subspace method for large-scale algebraic Riccati equation

Applied Numerical Mathematics, 2010
The linear time-invariant dynamical system \[ \begin{cases} \dot x(t) = Ax(t) + Bu(t),\quad x(0)=x_0,\\ y(t) ~=~ Cx(t), \end{cases} \tag{S} \] where \(A\), \(B\), \(C\) are matrices, is considered. In practice the square matrix \(A\) is \(n \times n\), and \(n\) is very large (of the order \(10^5\) or \(10^6\)).
Amodei, Luca, Buchot, Jean-Marie
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Three methods for refining estimates of invariant subspaces

Computing, 1987
We compare three methods for refining estimates of invariant subspaces, due to \textit{F. Chatelin} [Comput. Suppl. 5, 67-74 (1984; Zbl 0555.65023)], \textit{J. Dongarra}, \textit{C. Moler} and \textit{J. Wilkinsons} [SIAM J. Numer. Anal. 20, 23-45 (1983; Zbl 0523.65021)] and \textit{G. Stewart} [SIAM Rev. 15, 727-764 (1973; Zbl 0297.65030)].
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The Invariant Subspace Method for Solving Fractional Partial Differential Equations

2020
In this chapter, the authors discuss the effectiveness of the invariant subspace method (ISM) for solving fractional partial differential equations. For this purpose, they have chosen a nonlinear time fractional partial differential equation (PDE) with variable coefficients to be investigated through this method.
Mohamed Soror Abdel Latif, Abass Hassan Abdel Kader   +1 more
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A method for calculating invariant subspaces of symmetric hyperbolic equations

Computational Mathematics and Mathematical Physics, 2006
Summary: An algorithm is constructed for calculating invariant subspaces of symmetric hyperbolic systems arising in electromagnetic, acoustic, and elasticity problems. Discrete approximations are calculated for subspaces that correspond to minimal eigenvalues and smooth eigenfunctions.
Godunov, S. K., Zhukov, V. T., Feodoritova, O. B.   +2 more
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Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation

2021
Summary: In this paper, option pricing is given via stochastic analysis and invariant subspace method. Finally numerical solutions is driven and shown via diagram. The considered model is one of the most well known non-linear time series model in which the switching mechanism is controlled by an unobservable state variable that follows a first-order ...
Hejazi, Reza, Dastranj, Elham, Habibi, Noora, Naderifard, Azadeh   +3 more
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A New Method of Eigenvalue Sensitivity Calculation Using Continuation of Invariant Subspaces

IEEE Transactions on Power Systems, 2011
This letter proposes a new method to calculate eigenvalue sensitivities using continuation of invariant subspaces (CIS). Mathematical proof is demonstrated for the successive eigenvalue sensitivities extracted from CIS. The numerical results on New England 39-bus system are also described.
Cheng Luo, Venkataramana Ajjarapu
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On the matrix sign function method for the computation of invariant subspaces

Proceedings of Joint Conference on Control Applications Intelligent Control and Computer Aided Control System Design, 2002
There is some concern about the numerical stability of algorithms that use the matrix sign function to solve Riccati and Lyapunov equations and to find bases of invariant subspaces. In this paper, we demonstrate that evaluating the matrix sign function is a more ill-conditioned computational problem than the problem of finding bases of the two ...
R. Byers, null Chunyang He, V. Mehrmann
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