A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function
DOI10.1007/s11075-013-9739-2zbMath1300.65021OpenAlexW2065898102WikidataQ115224007 ScholiaQ115224007MaRDI QIDQ2249833
Peter Benner, Enrique S. Quintana-Ortí, Pablo Ezzatti, Alfredo Remón
Publication date: 3 July 2014
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-013-9739-2
numerical examplealgebraic Riccati equationNewton iterationmatrix sign functionmulti-core processorsstructure-preserving doubling method
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A mixed-precision algorithm for the solution of Lyapunov equations on hybrid CPU-GPU platforms
- Solving the algebraic Riccati equation with the matrix sign function
- Solving stable generalized Lyapunov equations with the matrix sign function
- A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
- Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.
- Numerical Solution of Algebraic Riccati Equations
- Solving linear-quadratic optimal control problems on parallel computers
- Computing the Polar Decomposition—with Applications
- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- Parallel algorithms for algebraic Riccati equations
- Parallel algorithms for model reduction of discrete-time systems
- The matrix sign function
This page was built for publication: A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function
