Abstract

There have been some developments in the area of large and sparse matrix computations. A class of classical methods known as the Krylov subspace methods that include the Lanczos and Arnoldi methods, have been found to be suitable for sparse matrix computations. We give a brief overview of some of the recently developed Arnoldi and Lanczos based methods that seem to be suitable for large and sparse control problems. The research in this area is still in its infancy.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.