Numerical Solution of Projected Algebraic Riccati Equations

DOI10.1137/130923993zbMath1298.65076OpenAlexW2151350118WikidataQ115224017 ScholiaQ115224017MaRDI QIDQ5495200

Tatjana Stykel, Peter Benner

Publication date: 31 July 2014

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11858/00-001M-0000-0019-1836-B

zbMATH Keywords

Newton's methodnumerical experimentalternating direction implicit methodprojected Lyapunov equationprojected Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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