An algorithm for solving the Lur'e-Riccati matrix equation with guaranteed accuracy

zbMath0851.65023MaRDI QIDQ1920142

A. Ya. Bulgakov

Publication date: 20 August 1996

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmerror analysistwo-point boundary value problemcondition numbersLyapunov matrix equationsorthogonal transformationsLur'e-Riccati matrix equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

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