On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations (Q836739): Difference between revisions
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Latest revision as of 01:20, 5 March 2024
scientific article
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English | On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations |
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On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations (English)
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8 September 2009
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algebraic Riccati equation
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shift parameters
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Lyapunov equation
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rational min-max problem
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Zolotarev problem
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linear-quadratic regulator problems
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parabolic partial differential equations
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alternating direction implicit (ADI) algorithm
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numerical examples
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