An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations (Q739023): Difference between revisions
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scientific article
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English | An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations |
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Statements
An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations (English)
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16 August 2016
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inexact solves
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low-rank ADI methods
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line search
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inexact Kleinman-Newton method
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algebraic Riccati equations
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alternating direction implicit method
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Lyapunov equation
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convergence
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numerical experiment
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