A rational Krylov subspace based projection method for solving large-scale algebraic Riccati equations via low-rank approximations.
Christian BertramHeike FaßbenderPublished in: CoRR (2023)
Keyphrases
- projection method
- low rank approximation
- low rank matrix approximation
- subspace learning
- linear projection
- differential equations
- polynomial equations
- dimensionality reduction
- singular value decomposition
- principal component analysis
- high dimensional data
- feature space
- kernel matrix
- iterative algorithms
- low rank
- low dimensional
- data sets