Properties of a quadratic matrix equation and the solution of the continuous-time algebraic Riccati equation

DOI10.1016/0024-3795(93)00292-8zbMATH Open0832.65042OpenAlexW1993854306WikidataQ127975131 ScholiaQ127975131MaRDI QIDQ1894472FDOQ1894472

Authors: Hongguo Xu, Linzhang Lu 

Publication date: 6 September 1995

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

Full work available at URL: https://doi.org/10.1016/0024-3795(93)00292-8

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zbMATH Keywords

algorithmalgebraic Riccati equationquadratic matrix equationHamiltonian matrixskew-Hamiltonian Schur form

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Cites Work

• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Matrix Riccati Equation of Stochastic Control
• A Schur method for solving algebraic Riccati equations
• Title not available (Why is that?)
• Matrix factorizations for symplectic QR-like methods
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• Computing real square roots of a real matrix
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• Matrix Quadratic Solutions
• A Hamiltonian $QR$ Algorithm
• A Schur decomposition for Hamiltonian matrices
• On Hamiltonian and symplectic Hessenberg forms

Cited In (11)

• A unified numerical analysis framework of general quadratic matrix equations under scaling
• A numerical method for computing the Hamiltonian Schur form
• On the matrix-sign-function method for solving algebraic Riccati equations
• Asymmetric algebraic Riccati equation: A homeomorphic parametrization of the set of solutions
• OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND
• The extended Hamiltonian algorithm for the solution of the algebraic Riccati equation
• Title not available (Why is that?)
• A new method for computing the stable invariant subspace of a real Hamiltonian matrix
• Real fast structure-preserving algorithm for eigenproblem of complex Hermitian matrices
• An inverse eigenvalue problem and a matrix approximation problem for symmetric skew-Hamiltonian matrices
• Transforming algebraic Riccati equations into unilateral quadratic matrix equations

Uses Software

• Algorithm 432

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