Parallel algorithms for algebraic Riccati equations

DOI10.1080/00207179108934214MaRDI QIDQ3981999zbMATH OpenOpenAlexFDO

Authors Judith D. Gardiner, Alan J. Laub

Publication date 26 June 1992

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179108934214

zbMATH Keywords

algebraic Riccati equationscontrol designnumerical solution

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Software, source code, etc. for problems pertaining to systems and control theory (93-04) Control/observation systems governed by ordinary differential equations (93C15)

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Cites work

• A contribution to matrix quadratic equations
• A generalization of the matrix-sign-function solution for algebraic Riccati equations
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• A Schur method for solving algebraic Riccati equations
• A systolic algorithm for Riccati and Lyapunov equations
• Existence and uniqueness theorems for the algebraic Riccati equation
• scientific article; zbMATH DE number 44563 (Why is no real title available?)
• Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
• On the numerical solution of the discrete-time algebraic Riccati equation
• Positive and negative solutions of dual Riccati equations by matrix sign function iteration
• Rational Iterative Methods for the Matrix Sign Function
• The time-invariant linear-quadratic optimal control problem

Cited in

(23)

• A systolic algorithm for Riccati and Lyapunov equations
• On the matrix-sign-function method for solving algebraic Riccati equations
• Parallel solution of Riccati matrix equations with the matrix sign function
• The matrix sign decomposition and its relation to the polar decomposition
• Solving algebraic Riccati equations on parallel computers using Newton's method with exact line search
• Parallel partial stabilizing algorithms for large linear control systems
• A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function
• Algorithms for model reduction of large dynamical systems
• An arithmetic for matrix pencils: theory and new algorithms
• Solving stable Sylvester equations via rational iterative schemes
• scientific article; zbMATH DE number 436492 (Why is no real title available?)
• On the parallel Risch algorithm (III)
• On the Computation of the Defining Polynomial of the Algebraic Riccati Equation
• Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
• Strategies for parallelizing the solution of rational matrix equations
• On the parallel Risch Algorithm (II)
• scientific article; zbMATH DE number 3986561 (Why is no real title available?)
• scientific article; zbMATH DE number 741131 (Why is no real title available?)
• Solution of Lyapunov and Riccati equations in a multiprocessor environment
• Parallel solvers for discrete‐time algebric Riccati equations
• High Performance Computing for Computational Science - VECPAR 2004
• Specialized parallel algorithms for solving Lyapunov and Stein equations
• On the numerical solution of large-scale sparse discrete-time Riccati equations

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