The asymptotic analysis of the structure-preserving doubling algorithms (Q2402456)
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| Language | Label | Description | Also known as |
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| English | The asymptotic analysis of the structure-preserving doubling algorithms |
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The asymptotic analysis of the structure-preserving doubling algorithms (English)
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7 September 2017
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Structure-preserving doubling algorithms (SDA) are frequently employed for obtaining stabilizing solutions of both the discrete-time algebraic and continuous-time algebraic Riccati equations, as well as certain nonlinear matrix equations. A detailed analysis of the convergence of SDA, employing the asymptotic behaviors of structure-preserving flows in which a Hamiltonian Jordan canonical form is adopted, is presented. Certain known convergence results of SDA are re-established by using asymptotic analysis of the flows. Other convergence results of SDA are also proved.
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structure-preserving doubling algorithms
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matrix Riccati differential equations
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structure-preserving flows
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convergence rates
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symplectic pairs
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discrete-time algebraic
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nonlinear matrix equations
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Hamiltonian Jordan canonical form
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