A Stabilized Matrix Sign Function Algorithm for Solving Algebraic Riccati Equations

DOI10.1137/S1064827593259078MaRDI QIDQ4376227zbMATH OpenFDO

Authors Judith D. Gardiner

Publication date 10 February 1998

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1064827593259078

zbMATH Keywords

algebraic Riccati equationsbackward stable algorithmcomputational methods for controlerror analysismatrix sign functionnumerical examplesparallel algorithms

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Direct numerical methods for linear systems and matrix inversion (65F05) Parallel numerical computation (65Y05)

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Describes a project that uses

Uses Software

• LAPACK

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