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math.NA2026
A Sketched Generalized Krylov Subspace Method for Large-Scale Regularization
Davide Palitta, Mirjeta Pasha
The generalized Krylov subspace (GKS) method is an effective projection technique for large-scale Tikhonov regularization with a general regularization matrix. As the subspace expa…
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…