Erratum: A Generalized Eigenvalue Approach for Solving Riccati Equations

DOI10.1137/0904054zbMATH Open0524.65027OpenAlexW2102847449MaRDI QIDQ3036591FDOQ3036591

Authors: Paul van Dooren 

Publication date: 1983

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0904054

zbMATH Keywords

algebraic Riccati equationsgeneralized eigenvalue problemQZ algorithmerratumsingular casesspecial factorizationreordering of the eigenvalues

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Cited In (1)

• Iterative solution of two matrix equations

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