A low-rank solution method for Riccati equations with indefinite quadratic terms
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Publication:2679816
DOI10.1007/s11075-022-01331-wzbMath1506.65063arXiv2111.06516OpenAlexW3211552519WikidataQ115214705 ScholiaQ115214705MaRDI QIDQ2679816
Jan Heiland, Steffen W. R. Werner, Peter Benner
Publication date: 26 January 2023
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.06516
algebraic Riccati equationlow-rank approximationiterative numerical methodlarge-scale sparse matrices
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