A Jacobi-like method for solving algebraic Riccati equations on parallel computers
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Publication:4357984
DOI10.1109/9.618237zbMath0891.93033OpenAlexW2159738164MaRDI QIDQ4357984
Angelika Bunse-Gerstner, Heike Fassbender
Publication date: 1997
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/6970ee259b0509f40caeab712ded39067fc293de
Riccati equationsparallel computersKogbetliantz algorithmJacobi-like methodSchur form of a Hamiltonian matrix
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On normal and structured matrices under unitary structure-preserving transformations ⋮ Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems ⋮ Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati ⋮ Hamiltonian square roots of skew-Hamiltonian matrices
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