Palindromic linearization and numerical solution of nonsymmetric algebraic \(T\)-Riccati equations

DOI10.1007/s10543-022-00926-yMaRDI QIDQ2100553

Beatrice Meini, Bruno Iannazzo, Peter Benner, Davide Palitta

Publication date: 22 November 2022

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.03254

zbMATH Keywords

algebraic Riccati equation; invariant subspaces; matrix equation; structured doubling algorithm; \(T\)-Riccati; palindromic matrix pencil; palindromic QZ algorithm

Mathematics Subject Classification ID

15A24: Matrix equations and identities

65F10: Iterative numerical methods for linear systems

15A22: Matrix pencils

65F45: Numerical methods for matrix equations