A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation
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Publication:6646538
DOI10.1016/j.apnum.2024.09.029MaRDI QIDQ6646538
Shifeng Li, Kai Jiang, Juan Zhang
Publication date: 2 December 2024
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
convergence analysisNewton methodcomplex algebraic Riccati equationgeneral alternating-direction implicit method
Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)
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