Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format

DOI10.1002/NLA.606zbMath1212.65178OpenAlexW1996965489MaRDI QIDQ3588940

Lars Grasedyck

Publication date: 10 September 2010

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

Full work available at URL: https://doi.org/10.1002/nla.606

zbMATH Keywords

algorithmoptimal controlfinite elementmultigrid methodfinite differencelow-rank approximationhierarchical matriceselliptic PDEdata-sparse approximationalgebraic matrix Riccati equation

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Matrix equations and identities (15A24) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (7)

Computational Methods for Linear Matrix Equations ⋮ A new subspace iteration method for the algebraic Riccati equation ⋮ Solution of linear systems in high spatial dimensions ⋮ Using permuted graph bases in \(\mathcal{H}_\infty\) control ⋮ Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations ⋮ Stabilization of Incompressible Flow Problems by Riccati-based Feedback ⋮ Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

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