Solving Large-Scale Nonsymmetric Algebraic Riccati Equations by Doubling

DOI10.1137/110858070zbMath1286.65055OpenAlexW2006341670MaRDI QIDQ2866228

Eric King-Wah Chu, Tiexiang Li, Wen-Wei Lin, Yueh-Cheng Kuo

Publication date: 13 December 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110858070

zbMATH Keywords

convergenceM-matrixSherman-Morrison-Woodbury formulanonsymmetric algebraic Riccati equationdoubling algorithmnumerically low-rank solution

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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