Abstract
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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 97-105 |
| Number of pages | 9 |
| Journal | Systems and Control Letters |
| Volume | 16 |
| Issue number | 2 |
| DOIs | |
| State | Published - Feb 1991 |
Bibliographical note
Funding Information:* E-mail address: [email protected]. The research reported by this author was supported in part by NSF grant CCR-8813493. * * E-mail address: [email protected]. The research reported by this author was supported in part by ARO grant DAAL03-90-G-0105 and in part by NSF grant DCR-8412314.
Keywords
- Controllability
- linear systems
- nonsymmetric Lanczos algorithm
- observability