On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations (Q836739)
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scientific article; zbMATH DE number 5602070
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| English | On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations |
scientific article; zbMATH DE number 5602070 |
Statements
On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations (English)
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8 September 2009
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algebraic Riccati equation
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shift parameters
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Lyapunov equation
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rational min-max problem
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Zolotarev problem
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linear-quadratic regulator problems
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parabolic partial differential equations
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alternating direction implicit (ADI) algorithm
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numerical examples
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0.8990833
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0.8690324
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0.8559585
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0.8535706
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0.85297644
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0.85291845
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0.85208684
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0.84947187
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