Title :
On the efficient and reliable numerical solution of large linear systems of ODE´s
Author_Institution :
University of Toronto, Toronto, Ontario, Canada
fDate :
12/1/1979 12:00:00 AM
Abstract :
Using a combination of numerical techniques from linear algebra and from ordinary differential equations, a package of efficient procedures are described for the efficient numerical solution of large linear systems of ODE´s. The techniques avoid the explicit approximation of the matrix exponential and exploit any structure that is inherent in the system. Numerical results are presented which illustrate the gain in efficiency that is possible.
Keywords :
Large-scale systems; Linear systems; Numerical integration; Control systems; Force control; Kalman filters; Linear algebra; Linear systems; Network address translation; Predictive models; Radar applications; Radar tracking; Target tracking;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1979.1102179