On the benefits of the L D L^T factorization for large-scale differential matrix equation solvers
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Cited in
(26)- Solving differential Riccati equations: a nonlinear space-time method using tensor trains
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
- On an integrated Krylov-ADI solver for large-scale Lyapunov equations
- A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems
- Finite-frequency model order reduction of linear and bilinear systems via low-rank approximation
- Exponential integrators for large-scale stiff Riccati differential equations
- Global extended Krylov subspace methods for large-scale differential Sylvester matrix equations
- Frequency- and time-limited balanced truncation for large-scale second-order systems
- Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations
- Positivity preserving exponential integrators for differential Riccati equations
- Analysis of Krylov subspace approximation to large-scale differential Riccati equations
- Frequency-limited balanced truncation with low-rank approximations
- Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations
- Low-rank updates and divide-and-conquer methods for quadratic matrix equations
- Modified Douglas splitting method for differential matrix equations
- GPU acceleration of splitting schemes applied to differential matrix equations
- Fourier-splitting method for solving hyperbolic LQR problems
- The Stochastic LQR Optimal Control with Fractional Brownian Motion
- Solution formulas for differential Sylvester and Lyapunov equations
- Balanced truncation model reduction for linear time-varying systems
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
- Multiscale differential Riccati equations for linear quadratic regulator problems
- An efficient SPDE approach for El Niño
- Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
- Real representation for solving reduced biquaternion matrix equations XF−AX=BY$$ XF- AX= BY $$ and XF−AX˜=BY$$ XF-A\tilde{X}= BY $$
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