A multishift algorithm for the numerical solution of algebraic Riccati equations

zbMath0809.65040MaRDI QIDQ1344400

Volker Mehrmann, Peter Benner, Gregory S. Ammar

Publication date: 9 February 1995

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/118547

zbMATH Keywords

algorithmHamiltonian matrixlinear optimal controlalgebraic matrix Riccati equationsLagrangian invariant subspace

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Related Items (8)

A numerical method for computing the Hamiltonian Schur form ⋮ An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem ⋮ A new method for computing the stable invariant subspace of a real Hamiltonian matrix ⋮ The transmission of shifts and shift blurring in the QR algorithm ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms ⋮ Passivity preserving model reduction via interpolation of spectral zeros ⋮ Numerical methods in control

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