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A GMRES-based BDF method for solving differential Riccati equations - MaRDI portal

A GMRES-based BDF method for solving differential Riccati equations (Q2479126)

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A GMRES-based BDF method for solving differential Riccati equations
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    A GMRES-based BDF method for solving differential Riccati equations (English)
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    26 March 2008
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    differential Riccati equations
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    BDF methods
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    GMRES methods
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    algebraic Riccati equation
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    numerical examples
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    backward differentiation formula (BDF) methods
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    Newton's method
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    Sylvester equation
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    Bartels-Stewart method
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    generalized minimum residual (GMRES) method
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