Fast solution of a certain Riccati equation through Cauchy-like matrices
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Publication:964066
zbMath1189.65075MaRDI QIDQ964066
Federico Poloni, Beatrice Meini, Dario Andrea Bini
Publication date: 14 April 2010
Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/223449
numerical experimentsquadratic convergencefast algorithmmatrix equationM-matrixcyclic reductionnonsymmetric algebraic Riccati equationCauchy matrixGohberg-Kailath-Olshevsky algorithm
Matrix equations and identities (15A24) Direct numerical methods for linear systems and matrix inversion (65F05)
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