Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction (Q6144046)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction

scientific article; zbMATH DE number 7784227

Language	Label	Description	Also known as
default for all languages	No label defined
English	Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction	scientific article; zbMATH DE number 7784227

Statements

instance of

scholarly article

0 references

title

Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction (English)

0 references

0 references

0 references

5 January 2024

0 references

full work available at URL

https://arxiv.org/abs/2005.08903

0 references

zbMATH Keywords

algebraic Riccati equation

0 references

control theory

0 references

doubling algorithm

0 references

numerical linear algebra

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Matrix Riccati equations in control and systems theory

0 references

Second-order convergent algorithms for the steady-state Riccati equation†

0 references

Using the Matrix Sign Function to Compute Invariant Subspaces

0 references

Factorization of matrix and operator functions. The state space method

0 references

A state space approach to canonical factorization with applications

0 references

Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]

0 references

Bounds on the singular values of matrices with displacement structure

0 references

Generalised tangential interpolation for model reduction of discrete-time MIMO bilinear systems

0 references

RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations

0 references

An exact line search method for solving generalized continuous-time algebraic Riccati equations

0 references

An arithmetic for matrix pencils: theory and new algorithms

0 references

On the squared Smith method for large-scale Stein equations

0 references

Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.

0 references

On the ADI method for Sylvester equations

0 references

A numerically stable, structure preserving method for computing the eigenvalues of real Hamiltonian or symplectic pencils

0 references

NUMERICAL SOLUTION OF DISCRETE STABLE LINEAR MATRIX EQUATIONS ON MULTICOMPUTERS

0 references

Computations with infinite Toeplitz matrices and polynomials

0 references

On the solution of algebraic Riccati equations arising in fluid queues

0 references

Numerical solution of algebraic Riccati equations.

0 references

Numerical Methods for Structured Markov Chains

0 references

Transforming algebraic Riccati equations into unilateral quadratic matrix equations

0 references

The Riccati equation

0 references

Linear Matrix Inequalities in System and Control Theory

0 references

A symplectic QR like algorithm for the solution of the real algebraic Riccati equation

0 references

On Direct Methods for Solving Poisson’s Equations

0 references

A Hamiltonian $QR$ Algorithm

0 references

Solving the algebraic Riccati equation with the matrix sign function

0 references

The Matrix Sign Function Method and the Computation of Invariant Subspaces

0 references

Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process

0 references

Convergence analysis of the doubling algorithm for several nonlinear matrix equations in the critical case

0 references

A numerical method for computing the Hamiltonian Schur form

0 references

A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations

0 references

Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations

0 references

Vibration of fast trains, palindromic eigenvalue problems and structure-preserving doubling algorithms

0 references

Q4433611

0 references

The matrix sign function and computations in systems

0 references

Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation

0 references

Adaptive rational Krylov subspaces for large-scale dynamical systems

0 references

Alternating Direction Implicit Iteration for Systems with Complex Spectra

0 references

Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation $X+A^*X^{-1}A=Q$

0 references

Methods for the solution ofAXD−BXC=E and its application in the numerical solution of implicit ordinary differential equations

0 references

A generalization of the matrix-sign-function solution for algebraic Riccati equations

0 references

Solution of the Sylvester matrix equation AXB T + CXD T = E

0 references

Q4917542

0 references

Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices

0 references

A Survey of Model Reduction by Balanced Truncation and Some New Results

0 references

Analysis and modificaton of Newton’s method for algebraic Riccati equations

0 references

The matrix equation $X+A^TX^{-1}A=Q$ and its application in nano research

0 references

Solving a structured quadratic eigenvalue problem by a structure-preserving doubling algorithm

0 references

Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection

0 references

Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation

0 references

Functions of Matrices

0 references

Structure-preserving doubling algorithms for nonlinear matrix equations

0 references

Q4382831

0 references

Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment

0 references

On Scaling Newton’s Method for Polar Decomposition and the Matrix Sign Function

0 references

Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations

0 references

Structure-Preserving Flows of Symplectic Matrix Pairs

0 references

Q4850020

0 references

Introduction to Matrix Analytic Methods in Stochastic Modeling

0 references

A Schur method for solving algebraic Riccati equations

0 references

Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

0 references

A new subspace iteration method for the algebraic Riccati equation.

0 references

Structured Polynomial Eigenvalue Problems: Good Vibrations from Good Linearizations

0 references

Solving rank-structured Sylvester and Lyapunov equations

0 references

A Symplectic Orthogonal Method for Single Input or Single Output Discrete Time Optimal Quadratic Control Problems

0 references

A step toward a unified treatment of continuous and discrete time control problems

0 references

Doubling Algorithms with Permuted Lagrangian Graph Bases

0 references

The autonomous linear quadratic control problem. Theory and numerical solution

0 references

Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$

0 references

Componentwise accurate fluid queue computations using doubling algorithms

0 references

Numerical Methods for Large-Scale Lyapunov Equations with Symmetric Banded Data

0 references

On the numerical solution of the discrete-time algebraic Riccati equation

0 references

The Numerical Solution of Parabolic and Elliptic Differential Equations

0 references

A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations

0 references

A structure-preserving doubling algorithm for Lur'e equations.

0 references

Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems

0 references

Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†

0 references

Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains

0 references

Rational Krylov sequence methods for eigenvalue computation

0 references

A low-rank Krylov squared Smith method for large-scale discrete-time Lyapunov equations

0 references

A survey of spectral factorization methods

0 references

Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations

0 references

Computational Methods for Linear Matrix Equations

0 references

Matrix Equation $XA + BX = C$

0 references

A Generalized Eigenvalue Approach for Solving Riccati Equations

0 references

Iterative solution of the Lyapunov matrix equation

0 references

The Matrix Eigenvalue Problem

0 references

Fast algorithms for hierarchically semiseparable matrices

0 references

Highly accurate doubling algorithms for $M$-matrix algebraic Riccati equations

0 references

Accurate solutions of $M$-matrix algebraic Riccati equations

0 references

Accurate solutions of $M$-matrix Sylvester equations

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1002/GAMM.202000018

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6144046