A structure-preserving algorithm for semi-stabilizing solutions of generalized algebraic Riccati equations

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zbMath1312.65072MaRDI QIDQ2341359

Delin Chu, Tiexiang Li

Publication date: 24 April 2015

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/ETNA/volumes/2011-2020/vol41/abstract_vol41_pp396-419.html

zbMATH Keywords

convergence spectral factorization eigenvalue eigenvector numerical experiment rational matrices generalized algebraic Riccati equation structure-preserving doubling algorithm principal vector Hamiltonian/skew-Hamiltonian pencil semi-stabilizing solution

Mathematics Subject Classification ID

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