Solving symmetric algebraic Riccati equations with high order iterative schemes

DOI10.1007/S00009-018-1092-1MaRDI QIDQ1635745zbMATH OpenOpenAlexWikidataFDO

Authors Natalia Romero, Miguel A. Hernández Verón

Publication date 1 June 2018

Published in Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00009-018-1092-1

zbMATH Keywords

algebraic Riccati equationshigh order iterative schemeslocal convergenceLyapunov equations

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

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Cites work

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• A modification of Cauchy's method for quadratic equations
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• A note on Halley's method
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• An extension of Gander's result for quadratic equations
• Analysis and modificaton of Newton’s method for algebraic Riccati equations
• Catalan numbers, their generalization, and their uses
• Chebyshev's approximation algorithms and applications
• Computer control algorithms for a tubular ammonia reactor
• Geometric constructions of iterative functions to solve nonlinear equations
• Geometry and convergence of some third-order methods
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Cited in

(5)

• Existence, localization and approximation of solution of symmetric algebraic Riccati equations
• On the semigroup property for some structured iterations
• An improvement of the Newton method for solving symmetric algebraic Riccati equations
• Fixed-point iteration schemes to solve symmetric algebraic Riccati equation XBX-XA-A^TX-C=0
• Fast adaptive dynamic programming: Shamanskii iteration for adaptive optimal control

Describes a project that uses

Uses Software

• Algorithm 432

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