THE NONSYMMETRIC LANCZOS-ALGORITHM AND CONTROLLABILITY

被引:20
作者
BOLEY, D
GOLUB, G
机构
[1] UNIV MINNESOTA,DEPT COMP SCI,MINNEAPOLIS,MN 55455
[2] STANFORD UNIV,DEPT COMP SCI,STANFORD,CA 94305
基金
美国国家科学基金会;
关键词
CONTROLLABILITY; OBSERVABILITY; NONSYMMETRIC LANCZOS ALGORITHM; LINEAR SYSTEMS;
D O I
10.1016/0167-6911(91)90003-W
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We give a brief description of a non-symmetric Lanczos algorithm that does not require strict bi-orthogonality among the generated vectors. We show how the vectors generated are algebraically related to Reachable Space and Observable Space for a related linear dynamical system. The algorithm described is particularly appropriate for large sparse systems.
引用
收藏
页码:97 / 105
页数:9
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