Arnoldi-Riccati method for large eigenvalue problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01731935.pdf
Reference30 articles.
1. W. E. Arnoldi,The principle of minimized iteration in the solution of the matrix eigenvalue problem, Quart. Appl. Math., 9 (1951), pp. 17–29.
2. G. Angelidis and A. Semlyen,Efficient calculation of critical eigenvalue clusters in the small signal stability analysis of large power systems, IEEE Trans. Power Systems, 10:1 (1995), pp. 427–432.
3. R. H. Bartels and G. W. Stewart,Algorithm 432: Solution of the matrix equation AX+XB=C, Comm. ACM, 15:9 (1972), pp. 820–826.
4. M. Bennani and T. Braconnier,Stopping criteria for eigensolvers, manuscript, February 1995.
5. D. L. Boley,Krylov space methods on state-space control models, Circ. Syst. Signal Proc., 13:6 (1994), pp. 733–758.
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