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

DOI10.1016/0024-3795(93)00292-8MaRDI QIDQ1894472zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

algorithmalgebraic Riccati equationquadratic matrix equationHamiltonian matrixskew-Hamiltonian Schur form

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

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Cites work

• scientific article; zbMATH DE number 3473182 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• A Hamiltonian $QR$ Algorithm
• A Schur decomposition for Hamiltonian matrices
• A Schur method for solving algebraic Riccati equations
• A symplectic QR like algorithm for the solution of the real algebraic Riccati equation
• A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Computing real square roots of a real matrix
• Matrix Quadratic Solutions
• Matrix factorizations for symplectic QR-like methods
• On Hamiltonian and symplectic Hessenberg forms
• On a Matrix Riccati Equation of Stochastic Control

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
• scientific article; zbMATH DE number 4158465 (Why is no real title available?)
• Real fast structure-preserving algorithm for eigenproblem of complex Hermitian matrices
• A new method for computing the stable invariant subspace of a real Hamiltonian matrix
• An inverse eigenvalue problem and a matrix approximation problem for symmetric skew-Hamiltonian matrices
• Transforming algebraic Riccati equations into unilateral quadratic matrix equations

Describes a project that uses

Uses Software

• Algorithm 432

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