Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

DOI10.1002/gamm.201310003zbMath1279.65044OpenAlexW2169328438WikidataQ115214703 ScholiaQ115214703MaRDI QIDQ2864806

Jens Saak, Peter Benner

Publication date: 26 November 2013

Published in: GAMM-Mitteilungen (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/gamm.201310003

zbMATH Keywords

algorithmLyapunov equationalgebraic Riccati equationsurvey paperStein equationalternating directions implicit (ADI) iterationrational Krylov subspace projectionsymmetric matrix equations

Mathematics Subject Classification ID

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Uses Software

• LYAPACK
• Sinc-Pack

Cites Work

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