The ADI method for bounded real and positive real Lur'e equations

DOI10.1007/s00211-016-0805-2zbMath1361.65026OpenAlexW2337446964MaRDI QIDQ512158

Mark R. Opmeer, Arash Massoudi, Timo Reis

Publication date: 24 February 2017

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: http://opus.bath.ac.uk/49935/1/preprint.pdf

zbMATH Keywords

algorithmnumerical exampleapproximate solutionsalgebraic Riccati equationsLur'e equationsalternating direction implicit (ADI)low-rank factored formprojected optimal control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Feedback control (93B52) Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

Related Items

Passivity preserving model reduction via spectral factorization, 2 Balancing-related model reduction methods

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