An algorithm for solving the Lur'e-Riccati matrix equation with guaranteed accuracy

MaRDI QIDQ1920142zbMATH OpenFDO

Authors A. Ya. Bulgakov

Publication date 20 August 1996

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmcondition numberserror analysisLur'e-Riccati matrix equationLyapunov matrix equationsorthogonal transformationstwo-point boundary value problem

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical computation of matrix norms, conditioning, scaling (65F35) Numerical solution of boundary value problems involving ordinary differential equations (65L10)

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