Author/Authors :
ÖZYURT SERİM, A. Burcu Haliç Üniversitesi - İşletme Fakültesi - Türkçe İşletme Bölümü, Turkey , BAYRAM, Mustafa Yıldız Teknik Üniversitesi - Kimya-Metalurji Fakültesi - Matematik Mühendisliği Bölümü, Turkey
Title Of Article :
LOW RANK APPROXIMATE SOLUTIONS OBTAINED FROM A DIFFERENT APPLICATION OF GLOBAL ARNOLDİ METHOD
Abstract :
The aim of this paper is to examine a numerical method for the computation of approximate solution of the continuous-time algebraic Riccati equation using Krylov subspace matrix. First of all, Global Arnoldi process is initiated to construct an orthonormal basis. In addition, Krylov subspace matrix is employed as projection method because it is one of the frequently referred method in the literature. Lastly, some numerical examples are given in order to explain how this method works.
NaturalLanguageKeyword :
Algebraic Riccati equation , Krylov subspace , Arnoldi.
JournalTitle :
Sigma Journal Of Engineering and Natural Sciences
