activity
20152026
most citedA numerical comparison of solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems

46 citations · 165 across the 25 of their papers we have counts for

collaborators

26 papers

cs.CE2026

Perspectives on Sustainable Computational Science and Engineering

Julia Kowalski, Ann S. Almgren, Achim Basermann +43

Computational Science and Engineering (CSE) combines expertise at the intersection of engineering, applied mathematics, and computer science to form powerful methods for model-base…

math.NA2026

On the Solution of Large-scale Non-autonomous Differential Riccati Equations: a Numerical Study

Eugenio Mancinelli, Davide Palitta, Jens Saak

We explore the numerical solution of large-scale non-autonomous Differential Riccati Equations (DREs). While we assume to discretize the differential operator using a Backward Diff…

math.NA2026★ 1 cited

Reduced rank extrapolation for multi-term Sylvester equations

Peter Benner, Pascal den Boef, Patrick Kürschner +2

We investigate the acceleration of stationary iterations for multi-term Sylvester equation by means of reduced rank extrapolation (RRE). Theoretical convergence results and impleme…

math.NA2025

Towards a mixed-precision ADI method for Lyapunov equations

Jonas Schulze, Jens Saak

We apply mixed-precision to the low-rank Lyapunov ADI (LR-ADI) by performing certain aspects of the algorithm in a lower working precision. Namely, we accumulate the overall soluti…

math.NA2025

Towards an Efficient Shifted Cholesky QR for Applications in Model Order Reduction using pyMOR

Maximilian Bindhak, Art J. R. Pelling, Jens Saak

Many model order reduction (MOR) methods rely on the computation of an orthonormal basis of a subspace onto which the large full order model is projected. Numerically, this entails…

math.DS2025

Application of operator inference to reduced-order modeling of constrained mechanical systems

Peter Benner, Yevgeniya Filanova, Igor Pontes Duff +1

Constrained mechanical systems occur in many applications, such as modeling of robots and other multibody systems. In this case, the motion is governed by a system of differential-…

math.NA2025

Generalizing Reduced Rank Extrapolation to Low-Rank Matrix Sequences

Pascal den Boef, Patrick Kürschner, Xiaobo Liu +5

Reduced rank extrapolation (RRE) is an acceleration method typically used to accelerate the iterative solution of nonlinear systems of equations using a fixed-point process. In thi…

math.NA2024★ 1 cited

A unifying framework for ADI-like methods for linear matrix equations and beneficial consequences

Jonas Schulze, Jens Saak

We derive the alternating-directions implicit (ADI) method based on a commuting operator split and apply the results in detail to the continuous time algebraic Lyapunov equation wi…

math.NA2024

Numerical methods for closed-loop systems with non-autonomous data

B. Baran, P. Benner, J. Saak +1

By computing a feedback control via the linear quadratic regulator (LQR) approach and simulating a non-linear non-autonomous closed-loop system using this feedback, we combine two…

math.NA2024★ 4 cited

Using factorizations in Newton's method for solving general large-scale algebraic Riccati equations

Jens Saak, Steffen W. R. Werner

Continuous-time algebraic Riccati equations can be found in many disciplines in different forms. In the case of small-scale dense coefficient matrices, stabilizing solutions can be…

math.NA2023

Efficient solution of sequences of parametrized Lyapunov equations with applications

Davide Palitta, Zoran Tomljanović, Ivica Nakić +1

Sequences of parametrized Lyapunov equations can be encountered in many application settings. Moreover, solutions of such equations are often intermediate steps of an overall proce…

math.NA2023

Diagonally-Addressed Matrix Nicknack: How to improve SpMV performance

Jens Saak, Jonas Schulze

We suggest a technique to reduce the storage size of sparse matrices at no loss of information. We call this technique Diagonally-Adressed (DA) storage. It exploits the typically l…

cs.MS2023★ 1 cited

Towards a Benchmark Framework for Model Order Reduction in the Mathematical Research Data Initiative (MaRDI)

Peter Benner, Kathryn Lund, Jens Saak

The race for the most efficient, accurate, and universal algorithm in scientific computing drives innovation. At the same time, this healthy competition is only beneficial if the r…

math.HO2022★ 2 cited

Research-Data Management Planning in the German Mathematical Community

Tobias Boege, René Fritze, Christiane Görgen +13

In this paper we discuss the notion of research data for the field of mathematics and report on the status quo of research-data management and planning. A number of decentralized a…

math.NA2022

Riccati-feedback Control of a Two-dimensional Two-phase Stefan Problem

Björn Baran, Peter Benner, Jens Saak

We discuss the feedback control problem for a two-dimensional two-phase Stefan problem. In our approach, we use a sharp interface representation in combination with mesh-movement t…

math.NA2022

On an integrated Krylov-ADI solver for large-scale Lyapunov equations

Peter Benner, Davide Palitta, Jens Saak

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propo…

math.OC2021

Optimization-based parametric model order reduction via first-order necessary conditions

Manuela Hund, Tim Mitchell, Petar Mlinarić +1

In this paper, we generalize existing frameworks for -optimal model order reduction to a broad class of parametric linear time-invariant systems.…

math.NA2020

A Non-stationary Thermal-Block Benchmark Model for Parametric Model Order Reduction

Stephan Rave, Jens Saak

In this contribution we aim to satisfy the demand for a publicly available benchmark for parametric model order reduction that is scalable both in degrees of freedom as well as par…

cs.MS2020★ 4 cited

Parametric model order reduction using pyMOR

Petar Mlinarić, Stephan Rave, Jens Saak

pyMOR is a free software library for model order reduction that includes both reduced basis and system-theoretic methods. All methods are implemented in terms of abstract vector an…

cs.MS2020★ 2 cited

Matrix Equations, Sparse Solvers: M-M.E.S.S.-2.0.1 -- Philosophy, Features and Application for (Parametric) Model

Peter Benner, Martin Köhler, Jens Saak

Matrix equations are omnipresent in (numerical) linear algebra and systems theory. Especially in model order reduction (MOR) they play a key role in many balancing based reduction…

cs.GL2019★ 3 cited

Sustainable Research Software Hand-Over

Jörg Fehr, Christian Himpe, Stephan Rave +1

Scientific software projects evolve rapidly in their initial development phase, yet at the end of a funding period, the completion of a research project, thesis, or publication, fu…

math.NA2018★ 46 cited

A numerical comparison of solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems

Peter Benner, Zvonimir Bujanović, Patrick Kürschner +1

In this paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent y…

math.NA2018★ 14 cited

Efficient Solution of Large-Scale Algebraic Riccati Equations Associated with Index-2 DAEs via the Inexact Low-Rank Newton-ADI Method

Peter Benner, Matthias Heinkenschloss, Jens Saak +1

This paper extends the algorithm of Benner, Heinkenschloss, Saak, and Weichelt: An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations, Applied Numerical…

math.NA2018★ 5 cited

A Connection Between Time Domain Model Order Reduction and Moment Matching for LTI Systems

Manuela Hund, Jens Saak

We investigate the time domain model order reduction (MOR) framework using general orthogonal polynomials by Jiang and Chen 2012 and extend their idea by exploiting the structure o…