On inexact Newton methods based on doubling iteration scheme for symmetric algebraic Riccati equations

DOI10.1016/J.CAM.2013.09.074zbMath1293.65080OpenAlexW2083643510MaRDI QIDQ2511211

Xiang Wang, Wen-Wei Li, Lin Dai

Publication date: 5 August 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.09.074

zbMATH Keywords

inexact Newton methodsymmetric algebraic Riccati equationdoubling iteration

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24)

Related Items (5)

Sparse solution of the Lyapunov equation for large-scale interconnected systems ⋮ A POD projection method for large-scale algebraic Riccati equations ⋮ Finite iterative algorithms for the generalized reflexive and anti-reflexive solutions of the linear matrix equation AXB = C ⋮ Commuting solutions of the Yang-Baxter-like matrix equation for a class of rank-two updated matrices ⋮ Some accelerated iterative algorithms for solving nonsymmetric algebraic Riccati equations arising in transport theory

Uses Software

• benchmodred

Cites Work

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