Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

DOI10.1137/040617650zbMath1116.65051OpenAlexW2071824735MaRDI QIDQ5470521

Wen-Wei Lin, Shu-fang Xu

Publication date: 31 May 2006

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

Full work available at URL: https://doi.org/10.1137/040617650

zbMATH Keywords

convergencefixed-point iterationmatrix equationsdiscrete-time algebraic Riccati equationstructure-preserving doubling algorithm

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Synthesis problems (93B50)

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