Solving the algebraic Riccati equation with the matrix sign function

DOI10.1016/0024-3795(87)90222-9zbMath0611.65027OpenAlexW2077760421MaRDI QIDQ1087314

Ralph Byers

Publication date: 1987

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(87)90222-9

zbMATH Keywords

comparison of methodsalgebraic Riccati equationnumerical examplesHamiltonian matrixrounding errorsstopping criterionlinear matrix equationiterative refinementSchur vector-based algorithms

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Uses Software

• LINPACK

Cites Work

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• Matrix Quadratic Solutions