Chahlaoui, Y and Gallivan, K.A and Van Dooren, P (2007) Calculating the $\mathcal{H}_{\infty}$Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations. In: RFMAO 05  Rencontres FrancoMarocaines en Approximation et Optimisation 2005. ESAIM: Proceedings, 20 . EDP Sciences, ESAIM, France, pp. 8392.
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Abstract
We describe an algorithm for estimating the $\mathcal{H}_{\infty}$norm of a large linear time invariant dynamical system described by a discrete time statespace model. The algorithm uses Chandrasekhar iterations to obtain an estimate of the $\mathcal{H}_{\infty}$norm and then uses extrapolation to improve these estimates.
Item Type:  Book Section 

Uncontrolled Keywords:  $\mathcal{H}_{\infty}$norm, large sparse systems, Chandrasekhar iterations. 
Subjects:  MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory MSC 2010, the AMS's Mathematics Subject Classification > 49 Calculus of variations and optimal control; optimization MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis MSC 2010, the AMS's Mathematics Subject Classification > 93 Systems theory; control 
Depositing User:  Dr Younes Chahlaoui 
Date Deposited:  09 Feb 2009 
Last Modified:  20 Oct 2017 14:12 
URI:  https://eprints.maths.manchester.ac.uk/id/eprint/1223 
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Calculating the $\mathcal{H}_{\infty}$Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations. (deposited 01 Feb 2008)
 Calculating the $\mathcal{H}_{\infty}$Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations. (deposited 09 Feb 2009) [Currently Displayed]
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