Low-rank updates and divide-and-conquer methods for quadratic matrix equations
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Publication:2181678
DOI10.1007/s11075-019-00776-wOpenAlexW2963353225MaRDI QIDQ2181678
Patrick Kürschner, Stefano Massei, Daniel Kressner
Publication date: 19 May 2020
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.02343
Riccati equationhierarchical matricesdivide-and-conquerlow-rank updateunilateral quadratic matrix equation
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A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
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