Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations
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Publication:285684
DOI10.1016/J.JFRANKLIN.2015.04.016zbMATH Open1336.93056OpenAlexW1494550340WikidataQ115214647 ScholiaQ115214647MaRDI QIDQ285684FDOQ285684
J. Saak, P. Benner, Patrick Kürschner
Publication date: 19 May 2016
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2015.04.016
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- scientific article; zbMATH DE number 6264691
Galerkin projectionacceleration of Newtons schemeadapted shift parameter strategies for FADIlarge nonsymmetric algebraic Riccati equationslow-rank Newton-alternating direction implicit iteration (ADI) methodsnorm of residual matrix
Iterative numerical methods for linear systems (65F10) Large-scale systems (93A15) Control/observation systems governed by ordinary differential equations (93C15)
Cites Work
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Functions of Matrices
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- On the ADI method for Sylvester equations
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- The ADI Model Problem
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- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- Iterative solution for a certain class of algebraic matrix riccati equations arising in transport theory
- Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
- Block Krylov subspace methods for solving large Sylvester equations
- Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model
- On the numerical solution of large-scale sparse discrete-time Riccati equations
Cited In (14)
- A class of fixed point iteration for the coupled algebraic Riccati equation
- On the solution of the nonsymmetric T-Riccati equation
- On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
- Event-triggered zeroing dynamics for motion control of Stewart platform
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- Structured Shamanskii methods for Chandrasekhar equation arising from radiation
- Matrix Equations, Sparse Solvers: M-M.E.S.S.-2.0.1—Philosophy, Features, and Application for (Parametric) Model Order Reduction
- Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
- Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control
- Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
- Exponential integrators for large-scale stiff Riccati differential equations
- Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
- A low-rank solution method for Riccati equations with indefinite quadratic terms
- A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems
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