Erratum: A Generalized Eigenvalue Approach for Solving Riccati Equations

DOI10.1137/0904054zbMath0524.65027OpenAlexW2102847449MaRDI QIDQ3036591

Paul Van Dooren

Publication date: 1983

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0904054

zbMATH Keywords

generalized eigenvalue problemalgebraic Riccati equationsQZ algorithmerratumsingular casesspecial factorizationreordering of the eigenvalues

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15)

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