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A symplectic QR like algorithm for the solution of the real algebraic Riccati equation - MaRDI portal

A symplectic QR like algorithm for the solution of the real algebraic Riccati equation (Q4725621)

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scientific article; zbMATH DE number 3999145
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A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
scientific article; zbMATH DE number 3999145

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    A symplectic QR like algorithm for the solution of the real algebraic Riccati equation (English)
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    1986
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    SR algorithm
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    algebraic Riccati equations
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    invariant subspaces
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    Hamiltonian matrix
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    symplectic transformations
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    Schur method
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    QR- algorithm
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    numerical stability
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