Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
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Publication:6611981
DOI10.1553/ETNA_VOL62S95zbMATH Open1548.65097MaRDI QIDQ6611981
Publication date: 27 September 2024
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical methods for matrix equations (65F45)
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