Numerical Solution of Algebraic Riccati Equations (Q3117188)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Numerical Solution of Algebraic Riccati Equations
scientific article

    Statements

    Numerical Solution of Algebraic Riccati Equations (English)
    0 references
    0 references
    0 references
    0 references
    16 February 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    textbook
    0 references
    algebraic Riccati equations
    0 references
    shift techniques
    0 references
    linear matrix equations
    0 references
    Hamiltonian
    0 references
    doubling algorithms
    0 references
    ADI iteration
    0 references
    Krylov subspace methods
    0 references
    functional iterations
    0 references
    M-matrices
    0 references
    Newton's method
    0 references
    balancing techniques
    0 references
    Kronecker product
    0 references
    Householder and Givens transforms
    0 references
    Laurent power series
    0 references
    discrete-time
    0 references
    continuous-time
    0 references
    invariant and deflating subspaces
    0 references
    extremal solutions
    0 references
    critical solutions
    0 references
    quadratic matrix equations
    0 references
    invariant subspaces
    0 references
    Schur-method
    0 references
    Paige-van Loan form
    0 references
    URV decomposition
    0 references
    Hamiltonian QR algorithm
    0 references
    multishift algorithm
    0 references
    cyclic reduction
    0 references
    large-scale problems
    0 references
    low rank matrix
    0 references
    sparse matrices
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references