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

DOI10.1016/J.JFRANKLIN.2015.04.016zbMath1336.93056OpenAlexW1494550340WikidataQ115214647 ScholiaQ115214647MaRDI QIDQ285684

Jens Saak, Peter Benner, Patrick Kürschner

Publication date: 19 May 2016

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.04.016

zbMATH Keywords

Galerkin projectionacceleration of Newtons schemeadapted shift parameter strategies for FADIlarge nonsymmetric algebraic Riccati equationslow-rank Newton-alternating direction implicit iteration (ADI) methodsnorm of residual matrix

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Control/observation systems governed by ordinary differential equations (93C15) Large-scale systems (93A15)

Related Items (9)

Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ Event-triggered zeroing dynamics for motion control of Stewart platform ⋮ Exponential integrators for large-scale stiff Riccati differential equations ⋮ On the solution of the nonsymmetric T-Riccati equation ⋮ Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control ⋮ Structured Shamanskii methods for Chandrasekhar equation arising from radiation ⋮ Matrix Equations, Sparse Solvers: M-M.E.S.S.-2.0.1—Philosophy, Features, and Application for (Parametric) Model Order Reduction ⋮ A class of fixed point iteration for the coupled algebraic Riccati equation

Uses Software

• mftoolbox
• Algorithm 432

Cites Work

• Unnamed Item
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