A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function
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Publication:2249833
DOI10.1007/s11075-013-9739-2zbMath1300.65021WikidataQ115224007 ScholiaQ115224007MaRDI QIDQ2249833
Peter Benner, Enrique S. Quintana-Ortí, Pablo Ezzatti, Alfredo Remón
Publication date: 3 July 2014
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-013-9739-2
numerical example; algebraic Riccati equation; Newton iteration; matrix sign function; multi-core processors; structure-preserving doubling method
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