Low-rank updates and divide-and-conquer methods for quadratic matrix equations
From MaRDI portal
Publication:2181678
DOI10.1007/s11075-019-00776-wMaRDI QIDQ2181678
Patrick Kürschner, Stefano Massei, Daniel Kressner
Publication date: 19 May 2020
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.02343
Riccati equation; hierarchical matrices; divide-and-conquer; low-rank update; unilateral quadratic matrix equation
65-XX: Numerical analysis
Related Items
A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems, Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Adaptive rational Krylov subspaces for large-scale dynamical systems
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- On the decay of the off-diagonal singular values in cyclic reduction
- Extended Arnoldi methods for large low-rank Sylvester matrix equations
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic
- A robust numerical method for the \(\gamma\)-iteration in \(H_{\infty}\) control
- The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
- Near-circularity for the rational Zolotarev problem in the complex plane
- The rational Krylov algorithm for nonsymmetric eigenvalue problems. III: Complex shifts for real matrices
- A structure-preserving doubling algorithm for continuous-time algebraic Riccati equations
- Backward error and condition of polynomial eigenvalue problems
- On the benefits of the \(L D L^T\) factorization for large-scale differential matrix equation solvers
- Efficient cyclic reduction for quasi-birth-death problems with rank structured blocks
- An \(\mathcal O(N\log N)\) fast direct solver for partial hierarchically semi-separable matrices. With application to radial basis function interpolation
- Non-negative matrices and Markov chains.
- A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
- Generalization and variations of Pellet's theorem for matrix polynomials
- Analysis of the Rational Krylov Subspace Projection Method for Large-Scale Algebraic Riccati Equations
- A Compressed Cyclic Reduction for QBD processes with Low-Rank Upper and Lower Transitions
- Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
- Hierarchical Matrices: Algorithms and Analysis
- Error Estimates and Evaluation of Matrix Functions via the Faber Transform
- Numerical Solution of Algebraic Riccati Equations
- Tail Decay Rates in Double QBD Processes and Related Reflected Random Walks
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- Numerical solution of large‐scale Lyapunov equations, Riccati equations, and linear‐quadratic optimal control problems
- Detecting and Solving Hyperbolic Quadratic Eigenvalue Problems
- Defect correction method for the solution of algebraic Riccati equations
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Rational Krylov: A Practical Algorithm for Large Sparse Nonsymmetric Matrix Pencils
- Numerical analysis of a quadratic matrix equation
- On the Singular Values of Matrices with Displacement Structure
- Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
- hm-toolbox: MATLAB Software for HODLR and HSS Matrices
- A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems
- Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory
- Numerical Methods for Structured Markov Chains
- On two numerical methods for the solution of large-scale algebraic Riccati equations
