Using $LDL^{T}$ factorizations in Newton's method for solving general large-scale algebraic Riccati equations

zbMatharXiv:2402.06844MaRDI QIDQ6521212

Jens Saak, Steffen W. R. Werner

Publication date: 1 January 1

Mathematics Subject Classification ID

Newton-type methods (49M15) Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Large-scale systems (93A15) Numerical methods for matrix equations (65F45)

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