Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation

DOI10.1016/0024-3795(93)00292-8zbMath0832.65042OpenAlexW1993854306MaRDI QIDQ1894472

Hong-guo Xu, Lin-Zhang Lu

Publication date: 6 September 1995

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)00292-8

zbMATH Keywords

algorithmalgebraic Riccati equationHamiltonian matrixquadratic matrix equationskew-Hamiltonian Schur form

Mathematics Subject Classification ID

Related Items (7)

A numerical method for computing the Hamiltonian Schur form ⋮ A new method for computing the stable invariant subspace of a real Hamiltonian matrix ⋮ On the matrix-sign-function method for solving algebraic Riccati equations ⋮ OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND ⋮ Real fast structure-preserving algorithm for eigenproblem of complex Hermitian matrices ⋮ An inverse eigenvalue problem and a matrix approximation problem for symmetric skew-Hamiltonian matrices ⋮ The extended Hamiltonian algorithm for the solution of the algebraic Riccati equation

Uses Software

• Algorithm 432

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Computing real square roots of a real matrix
• On Hamiltonian and symplectic Hessenberg forms
• A Schur decomposition for Hamiltonian matrices
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• Matrix factorizations for symplectic QR-like methods
• A Hamiltonian $QR$ Algorithm
• A Schur method for solving algebraic Riccati equations
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
• Matrix Quadratic Solutions
• On a Matrix Riccati Equation of Stochastic Control

This page was built for publication: Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation