A multishift algorithm for the numerical solution of algebraic Riccati equations

MaRDI QIDQ1344400zbMATH OpenFDO

Authors Peter Benner, Volker Mehrmann, G. S. Ammar

Publication date 9 February 1995

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/118547, http://www.emis.de/journals/ETNA/vol.1.1993/

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zbMATH Keywords

algebraic matrix Riccati equationsalgorithmHamiltonian matrixLagrangian invariant subspacelinear optimal control

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Cited in

(12)

• The shift-inverted \(J\)-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations
• An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem
• A new method for computing the stable invariant subspace of a real Hamiltonian matrix
• Numerical methods in control
• The transmission of shifts and shift blurring in the QR algorithm
• On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms
• Passivity preserving model reduction via interpolation of spectral zeros
• Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations
• Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
• A numerical method for computing the Hamiltonian Schur form

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