A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function

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

zbMATH Keywords

numerical example; algebraic Riccati equation; Newton iteration; matrix sign function; multi-core processors; structure-preserving doubling method

Mathematics Subject Classification ID

15A24: Matrix equations and identities

65F10: Iterative numerical methods for linear systems

Related Items

A low-rank solution method for Riccati equations with indefinite quadratic terms

Uses Software

• LAPACK
• DAREX
• CAREX
• benchmodred

Cites Work

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