Structure-Preserving Doubling Algorithms That Avoid Breakdowns for Algebraic Riccati-Type Matrix Equations

DOI10.1137/23m1551791MaRDI QIDQ6139649

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Publication date: 19 January 2024

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

structure-preserving doubling algorithmsalgebraic Riccati-type equationssymplectic matrix pairs

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Matrix pencils (15A22) Numerical methods for matrix equations (65F45)

Cites Work

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• Iterative solution of two matrix equations
• Structure-Preserving Doubling Algorithms for Nonlinear Matrix Equations
• Doubling Algorithms with Permuted Lagrangian Graph Bases
• Unit Triangular Factorization of the Matrix Symplectic Group
• Fast Alternating Direction Optimization Methods
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

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