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math.NA2026
Structure-preserving Krylov Subspace Approximations for the Matrix Exponential of Hamiltonian Matrices: A Comparative Study
Peter Benner, Heike FaÃbender, Michel-Niklas Senn
We study structure-preserving Krylov subspace methods for approximating the matrix-vector products f(H)b, where H is a large Hamiltonian matrix and f denotes either the matrix expo…
math.NA2024
A class of Petrov-Galerkin Krylov methods for algebraic Riccati equations
Christian Bertram, Heike FaÃbender
A class of (block) rational Krylov subspace based projection method for solving large-scale continuous-time algebraic Riccati equation (CARE) $0 = \mathcal{R}(X) := A^HX + XA + C^H…