Numerical Solution of Algebraic Riccati Equations
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Publication:3117188
DOI10.1137/1.9781611972092zbMath1244.65058OpenAlexW574171861MaRDI QIDQ3117188
Dario Andrea Bini, Beatrice Meini, Bruno Iannazzo
Publication date: 16 February 2012
Full work available at URL: http://epubs.siam.org/doi/book/10.1137/1.9781611972092
Newton's methodHamiltoniantextbooksparse matricesinvariant subspacesextremal solutionsdiscrete-timeKrylov subspace methodsKronecker productalgebraic Riccati equationscyclic reductionlarge-scale problemscontinuous-timeM-matricesADI iterationlinear matrix equationsquadratic matrix equationsdoubling algorithmsfunctional iterationscritical solutionsshift techniquesURV decompositionlow rank matrixLaurent power seriesbalancing techniquesHamiltonian QR algorithmHouseholder and Givens transformsinvariant and deflating subspacesmultishift algorithmPaige-van Loan formSchur-method
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