Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey (Q2864806)

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Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
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    Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey (English)
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    26 November 2013
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    symmetric matrix equations
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    Lyapunov equation
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    Stein equation
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    algebraic Riccati equation
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    survey paper
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    algorithm
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    alternating directions implicit (ADI) iteration
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    rational Krylov subspace projection
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