On the matrix-sign-function method for solving algebraic Riccati equations
type: Item
instance of: scholarly article
title: On the matrix-sign-function method for solving algebraic Riccati equations
zbMATH Open document ID: 0904.65046
DOI: 10.1016/S0096-3003(96)00179-8
published in: Applied Mathematics and Computation
publication date: 1999-01-19T00:00:00Z
review text: In order to solve the matrix Riccati equation, the most commonly used approach is that one which works via the matrix sign function and because of that provides an iterative method. The main purpose of the present paper is to show that the overdetermined system involved in this method can be replaced by a truncated system which is easier to solve. Numerical experiments shows that the computation is reduced by about \(26\%\).
Mathematics Subject Classification ID: 65F30
zbMATH DE Number: 1183147
zbMATH Keywords: matrix-sign-function method
zbMATH Keywords: algebraic Riccati equations
zbMATH Keywords: numerical examples
zbMATH Keywords: matrix Riccati equation
zbMATH Keywords: iterative method
zbMATH Keywords: overdetermined system
author: Linzhang Lu
author: Charles E. M. Pearce
reviewed by: Guy Jumarie
MaRDI profile type: Publication
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full work available at URL: s0096-3003(96)00179-8
OpenAlex ID: W2055448768
description: scientific article; zbMATH DE number 1183147