Theory and Numerical Solution of Differential and Algebraic Riccati Equations

DOI10.1007/978-3-319-15260-8_4zbMath1322.65077OpenAlexW822227692MaRDI QIDQ2950174

Peter Benner

Publication date: 8 October 2015

Published in: Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-15260-8_4

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) Numerical methods for initial value problems involving ordinary differential equations (65L05) History of numerical analysis (65-03)

Related Items (3)

Mass-, and energy preserving schemes with arbitrarily high order for the Klein-Gordon-Schrödinger equations ⋮ RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations ⋮ Numerical mathematics and control. Preface to a special issue dedicated to Volker Mehrmann on the occasion of his 65th birthday

Uses Software

• SLICOT
• Algorithm 800
• DGRSVX
• DMSRIC

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