A symplectic acceleration method for the solution of the algebraic Riccati equation on a parallel computer
DOI10.1016/0024-3795(93)90475-4zbMath0784.65033OpenAlexW2085119786MaRDI QIDQ1260795
Publication date: 25 August 1993
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(93)90475-4
rate of convergencenumerical resultsalgebraic Riccati equationconvergence accelerationparallel implementationscubic symplectic acceleration methodHamiltonian-Schur decompositionsymplectic Jacobi-like algorithmssymplectic rotations
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Cites Work
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- A Schur method for solving algebraic Riccati equations
- Computation of Bounds for the Positive Eigenvector of a Nonnegative Irreducible Matrix by Monotone Iteration
- On the Schur Decomposition of a Matrix for Parallel Computation
- A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
- On the Sensitivity of the Eigenvalue Problem $Ax = \lambda Bx$
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