Fast solution of a certain Riccati equation through Cauchy-like matrices (Q964066)
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scientific article; zbMATH DE number 5692945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast solution of a certain Riccati equation through Cauchy-like matrices |
scientific article; zbMATH DE number 5692945 |
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Fast solution of a certain Riccati equation through Cauchy-like matrices (English)
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14 April 2010
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nonsymmetric algebraic Riccati equation
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cyclic reduction
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Cauchy matrix
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matrix equation
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fast algorithm
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M-matrix
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Gohberg-Kailath-Olshevsky algorithm
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quadratic convergence
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numerical experiments
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