A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems (Q5107798): Difference between revisions

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scientific article; zbMATH DE number 7194367

Language	Label	Description	Also known as
English	A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems	scientific article; zbMATH DE number 7194367

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instance of

scholarly article

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title

A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems (English)

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SIAM Journal on Scientific Computing

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publication date

28 April 2020

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full work available at URL

https://arxiv.org/abs/1811.00850

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zbMATH Keywords

algebraic Riccati equation

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Lyapunov equation

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alternating direction implicit

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rational Krylov subspaces

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Newton's method

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describes a project that uses

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MaRDI publication profile

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cites work

Introduction to Numerical Continuation Methods

0 references

An invariant subspace method for large-scale algebraic Riccati equation

0 references

A stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation

0 references

Approximation of Large-Scale Dynamical Systems

0 references

On the decay rate of Hankel singular values and related issues

0 references

Templates for the Solution of Algebraic Eigenvalue Problems

0 references

Fast Singular Value Decay for Lyapunov Solutions with Nonnormal Coefficients

0 references

A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems

0 references

Stabilization of Incompressible Flow Problems by Riccati-based Feedback

0 references

Riccati-based Boundary Feedback Stabilization of Incompressible Navier--Stokes Flows

0 references

Efficient algorithms for generalized algebraic Bernoulli equations based on the matrix sign function

0 references

Q4263494

0 references

Partial Stabilization of Descriptor Systems Using Spectral Projectors

0 references

Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory

0 references

On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces

0 references

RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations

0 references

An exact line search method for solving generalized continuous-time algebraic Riccati equations

0 references

LQG-Balanced Truncation Low-Order Controller for Stabilization of Laminar Flows

0 references

An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations

0 references

Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method

0 references

Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method

0 references

Self-generating and efficient shift parameters in ADI methods for large Lyapunov and Sylvester equations

0 references

Frequency-Limited Balanced Truncation with Low-Rank Approximations

0 references

Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations

0 references

Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems

0 references

Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.

0 references

Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations

0 references

Efficient solution of large scale Lyapunov and Riccati equations arising in model order reduction problems

0 references

Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

0 references

Numerical Solution of Projected Algebraic Riccati Equations

0 references

Generalized Rational Krylov Decompositions with an Application to Rational Approximation

0 references

Numerical Solution of Algebraic Riccati Equations

0 references

A fully adaptive rational global Arnoldi method for the model-order reduction of second-order MIMO systems with proportional damping

0 references

Dynamical systems and their applications: linear theory

0 references

Efficient matrix-valued algorithms for solving stiff Riccati differential equations

0 references

A numerical method for computing the Hamiltonian Schur form

0 references

A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations

0 references

The university of Florida sparse matrix collection

0 references

Inexact Newton Methods

0 references

A transformation approach to stochastic model reduction

0 references

Numerical Integration of the Differential Riccati Equation and Some Related Issues

0 references

Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions

0 references

Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation

0 references

Adaptive rational Krylov subspaces for large-scale dynamical systems

0 references

Adaptive Tangential Interpolation in Rational Krylov Subspaces for MIMO Dynamical Systems

0 references

Choosing the Forcing Terms in an Inexact Newton Method

0 references

Efficient iterative algorithms for linear stability analysis of incompressible flows

0 references

Inexact Kleinman–Newton Method for Riccati Equations

0 references

Block Krylov subspace methods for functions of matrices

0 references

Q4917542

0 references

Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation

0 references

Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection

0 references

Balanced Truncation Model Reduction for a Class of Descriptor Systems with Application to the Oseen Equations

0 references

An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation

0 references

Krylov Subspace Methods for Solving Large Lyapunov Equations

0 references

An Arnoldi based algorithm for large algebraic Riccati equations

0 references

Global FOM and GMRES algorithms for matrix equations

0 references

A new set of invariants for linear systems--Application to reduced order compensator design

0 references

Convergence analysis of the extended Krylov subspace method for the Lyapunov equation

0 references

A new investigation of the extended Krylov subspace method for matrix function evaluations

0 references

Low-rank updates and divide-and-conquer methods for quadratic matrix equations

0 references

Inexact methods for the low rank solution to large scale Lyapunov equations

0 references

Q4850020

0 references

On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers

0 references

A Schur method for solving algebraic Riccati equations

0 references

Low Rank Solution of Lyapunov Equations

0 references

Solving large-scale continuous-time algebraic Riccati equations by doubling

0 references

A new subspace iteration method for the algebraic Riccati equation

0 references

Q2716078

0 references

Analysis of an Iteration Method for the Algebraic Riccati Equation

0 references

Defect correction method for the solution of algebraic Riccati equations

0 references

A contraction mapping preserving balanced reduction scheme and its infinity norm error bounds

0 references

Decay of Hankel singular values of analytic control systems

0 references

A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations

0 references

Rational Krylov sequence methods for eigenvalue computation

0 references

The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices

0 references

Q4196291

0 references

Q5751863

0 references

Q4894946

0 references

A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations

0 references

Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations

0 references

Computational Methods for Linear Matrix Equations

0 references

On two numerical methods for the solution of large-scale algebraic Riccati equations

0 references

Krylov subspace methods for projected Lyapunov equations

0 references

On stabilization methods of descriptor systems

0 references

The ADI Model Problem

0 references

Identifiers

zbMATH Open document ID

1437.65021

0 references

DOI

10.1137/18M1220960

0 references

Mathematics Subject Classification ID

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0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

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+On the decay rate of Hankel singular values and related issues
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+Templates for the Solution of Algebraic Eigenvalue Problems
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+Fast Singular Value Decay for Lyapunov Solutions with Nonnormal Coefficients
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@@ Property / cites work @@
+A Numerical Algorithm for Optimal Feedback Gains in High Dimensional Linear Quadratic Regulator Problems
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@@ Property / cites work @@
+Stabilization of Incompressible Flow Problems by Riccati-based Feedback
+Normal rank
@@ Property / cites work @@
+Riccati-based Boundary Feedback Stabilization of Incompressible Navier--Stokes Flows
+Normal rank
@@ Property / cites work @@
+Efficient algorithms for generalized algebraic Bernoulli equations based on the matrix sign function
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@@ Property / cites work @@
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+Normal rank
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+Partial Stabilization of Descriptor Systems Using Spectral Projectors
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+Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory
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@@ Property / cites work @@
+On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
+Normal rank
@@ Property / cites work @@
+RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+An exact line search method for solving generalized continuous-time algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+LQG-Balanced Truncation Low-Order Controller for Stabilization of Laminar Flows
+Normal rank
@@ Property / cites work @@
+An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
+Normal rank
@@ Property / cites work @@
+Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method
+Normal rank
@@ Property / cites work @@
+Self-generating and efficient shift parameters in ADI methods for large Lyapunov and Sylvester equations
+Normal rank
@@ Property / cites work @@
+Frequency-Limited Balanced Truncation with Low-Rank Approximations
+Normal rank
@@ Property / cites work @@
+Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
+Normal rank
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+Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.
+Normal rank
@@ Property / cites work @@
+Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
+Normal rank
@@ Property / cites work @@
+Efficient solution of large scale Lyapunov and Riccati equations arising in model order reduction problems
+Normal rank
@@ Property / cites work @@
+Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
+Normal rank
@@ Property / cites work @@
+Numerical Solution of Projected Algebraic Riccati Equations
+Normal rank
@@ Property / cites work @@
+Generalized Rational Krylov Decompositions with an Application to Rational Approximation
+Normal rank
@@ Property / cites work @@
+Numerical Solution of Algebraic Riccati Equations
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+Normal rank
@@ Property / cites work @@
+A fully adaptive rational global Arnoldi method for the model-order reduction of second-order MIMO systems with proportional damping
+Normal rank
@@ Property / cites work @@
+Dynamical systems and their applications: linear theory
+Normal rank
@@ Property / cites work @@
+Efficient matrix-valued algorithms for solving stiff Riccati differential equations
+Normal rank
@@ Property / cites work @@
+A numerical method for computing the Hamiltonian Schur form
+Normal rank
@@ Property / cites work @@
+A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+The university of Florida sparse matrix collection
+Normal rank
@@ Property / cites work @@
+Inexact Newton Methods
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+Normal rank
@@ Property / cites work @@
+A transformation approach to stochastic model reduction
+Normal rank
@@ Property / cites work @@
+Numerical Integration of the Differential Riccati Equation and Some Related Issues
+Normal rank
@@ Property / cites work @@
+Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
+Normal rank
@@ Property / cites work @@
+Analysis of the Rational Krylov Subspace and ADI Methods for Solving the Lyapunov Equation
+Normal rank
@@ Property / cites work @@
+Adaptive rational Krylov subspaces for large-scale dynamical systems
+Normal rank
@@ Property / cites work @@
+Adaptive Tangential Interpolation in Rational Krylov Subspaces for MIMO Dynamical Systems
+Normal rank
@@ Property / cites work @@
+Choosing the Forcing Terms in an Inexact Newton Method
+Normal rank
@@ Property / cites work @@
+Efficient iterative algorithms for linear stability analysis of incompressible flows
+Normal rank
@@ Property / cites work @@
+Inexact Kleinman–Newton Method for Riccati Equations
+Normal rank
@@ Property / cites work @@
+Block Krylov subspace methods for functions of matrices
+Normal rank
@@ Property / cites work @@
+Q4917542
@@ Property / cites work: Q4917542 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
+Normal rank
@@ Property / cites work @@
+Rational Krylov approximation of matrix functions: Numerical methods and optimal pole selection
+Normal rank
@@ Property / cites work @@
+Balanced Truncation Model Reduction for a Class of Descriptor Systems with Application to the Oseen Equations
+Normal rank
@@ Property / cites work @@
+An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+Krylov Subspace Methods for Solving Large Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+An Arnoldi based algorithm for large algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Global FOM and GMRES algorithms for matrix equations
+Normal rank
@@ Property / cites work @@
+A new set of invariants for linear systems--Application to reduced order compensator design
+Normal rank
@@ Property / cites work @@
+Convergence analysis of the extended Krylov subspace method for the Lyapunov equation
+Normal rank
@@ Property / cites work @@
+A new investigation of the extended Krylov subspace method for matrix function evaluations
+Normal rank
@@ Property / cites work @@
+Low-rank updates and divide-and-conquer methods for quadratic matrix equations
+Normal rank
@@ Property / cites work @@
+Inexact methods for the low rank solution to large scale Lyapunov equations
+Normal rank
@@ Property / cites work @@
+Q4850020
@@ Property / cites work: Q4850020 / rank @@
+Normal rank
@@ Property / cites work @@
+On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
+Normal rank
@@ Property / cites work @@
+A Schur method for solving algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Low Rank Solution of Lyapunov Equations
@@ Property / cites work: Low Rank Solution of Lyapunov Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Solving large-scale continuous-time algebraic Riccati equations by doubling
+Normal rank
@@ Property / cites work @@
+A new subspace iteration method for the algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+Q2716078
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+Normal rank
@@ Property / cites work @@
+Analysis of an Iteration Method for the Algebraic Riccati Equation
+Normal rank
@@ Property / cites work @@
+Defect correction method for the solution of algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+A contraction mapping preserving balanced reduction scheme and its infinity norm error bounds
+Normal rank
@@ Property / cites work @@
+Decay of Hankel singular values of analytic control systems
+Normal rank
@@ Property / cites work @@
+A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+Rational Krylov sequence methods for eigenvalue computation
+Normal rank
@@ Property / cites work @@
+The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices
+Normal rank
@@ Property / cites work @@
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+A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
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@@ Property / cites work @@
+Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations
+Normal rank
@@ Property / cites work @@
+Computational Methods for Linear Matrix Equations
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+Normal rank
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+On two numerical methods for the solution of large-scale algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Krylov subspace methods for projected Lyapunov equations
+Normal rank
@@ Property / cites work @@
+On stabilization methods of descriptor systems
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+Normal rank
@@ Property / cites work @@
+The ADI Model Problem
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