Structure-preserving Lanczos-type algorithm with application to control problems

William R. Ferng*, Wen-Wei Lin, Chern Shuh Wang

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

2 Scopus citations


A Hamiltonian structure-preserving Lanczos-type method, named the J-Lanczos algorithm, is introduced for solving large sparse Hamiltonian eigenvalue problem which arises in both continuous-time and discrete-time optimal control applications. Shift and invert techniques are incorporated to approximate all stable eigenvalues and the associated invariant subspace. Numerical results for solving high order continuous-time Riccati equation arising from position and velocity control for a string of high speed vehicles are presented.

Original languageEnglish
Article number5870715
Pages (from-to)3855-3860
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
StatePublished - 1 Dec 1997
EventProceedings of the 1997 36th IEEE Conference on Decision and Control. Part 1 (of 5) - San Diego, CA, USA
Duration: 10 Dec 199712 Dec 1997

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