A new subspace iteration method for the algebraic Riccati equation

DOI10.1002/nla.1936zbMath1363.65076arXiv1307.3843OpenAlexW2137362177MaRDI QIDQ2948089

Yiding Lin, Valeria Simoncini

Publication date: 29 September 2015

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.3843

zbMATH Keywords

Riccati equationMatlabrational Krylov subspacealternating direction implicit iterationinvariant subspace iteration

Mathematics Subject Classification ID

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

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Uses Software

• Matlab
• LYAPACK

Cites Work

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