Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format

DOI10.1002/nla.606zbMath1212.65178MaRDI QIDQ3588940

Lars Grasedyck

Publication date: 10 September 2010

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.606

zbMATH Keywords

algorithm; optimal control; finite element; multigrid method; finite difference; low-rank approximation; hierarchical matrices; elliptic PDE; data-sparse approximation; algebraic matrix Riccati equation

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65K10: Numerical optimization and variational techniques

93C20: Control/observation systems governed by partial differential equations

15A24: Matrix equations and identities

49J20: Existence theories for optimal control problems involving partial differential equations

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