A multishift algorithm for the numerical solution of algebraic Riccati equations
From MaRDI portal
Publication:1344400
zbMath0809.65040MaRDI QIDQ1344400
Volker Mehrmann, Peter Benner, Gregory S. Ammar
Publication date: 9 February 1995
Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/118547
algorithmHamiltonian matrixlinear optimal controlalgebraic matrix Riccati equationsLagrangian invariant subspace
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
A numerical method for computing the Hamiltonian Schur form ⋮ An implicitly restarted symplectic Lanczos method for the Hamiltonian eigenvalue problem ⋮ A new method for computing the stable invariant subspace of a real Hamiltonian matrix ⋮ The transmission of shifts and shift blurring in the QR algorithm ⋮ Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems ⋮ On theoretical and numerical aspects of symplectic Gram-Schmidt-like algorithms ⋮ Passivity preserving model reduction via interpolation of spectral zeros ⋮ Numerical methods in control
This page was built for publication: A multishift algorithm for the numerical solution of algebraic Riccati equations
