A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations (Q4835059)

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scientific article; zbMATH DE number 763428
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A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations
scientific article; zbMATH DE number 763428

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    A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations (English)
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    9 March 1997
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    multigrid method
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    multilevel method
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    operator Lyapunov equation
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    numerical examples
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    Newton-Kleinman algorithm
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    algebraic Riccati equations
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    linear-quadratic optimal control problems
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    stability theory for linear systems
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    convergence
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    matrix Lyapunov equations
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