On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations (Q836739)

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On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
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    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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