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

DOI10.1016/J.APNUM.2016.05.006zbMath1346.65017OpenAlexW2411345498WikidataQ58047829 ScholiaQ58047829MaRDI QIDQ739023

Matthias Heinkenschloss, Heiko K. Weichelt, Jens Saak, Peter Benner

Publication date: 16 August 2016

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2016.05.006

zbMATH Keywords

convergenceLyapunov equationnumerical experimentalternating direction implicit methodalgebraic Riccati equationsline searchinexact Kleinman-Newton methodinexact solveslow-rank ADI methods

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

Related Items (14)

On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation ⋮ Closed-form solution of non-symmetric algebraic Riccati matrix equation ⋮ Feedback Control for Systems with Uncertain Parameters Using Online-Adaptive Reduced Models ⋮ Optimal Sensor Placement: A Robust Approach ⋮ A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems ⋮ On a family of low-rank algorithms for large-scale algebraic Riccati equations ⋮ The intrinsic Toeplitz structure and its applications in algebraic Riccati equations ⋮ Inexact methods for the low rank solution to large scale Lyapunov equations ⋮ On the solution of the nonsymmetric T-Riccati equation ⋮ Sparsity preserving optimal control of discretized PDE systems ⋮ RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations ⋮ Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method ⋮ 2 Balancing-related model reduction methods ⋮ Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations

Uses Software

• Eigtool
• mftoolbox

Cites Work

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