Nonlinear multigrid for the solution of large-scale Riccati equations in low-rank and H-matrix format.
low-rank approximationalgorithmfinite differenceoptimal controlfinite elementhierarchical matriceselliptic PDEmultigrid methoddata-sparse approximationalgebraic matrix Riccati equation
Numerical optimization and variational techniques (65K10) Computational methods for sparse matrices (65F50) Existence theories for optimal control problems involving partial differential equations (49J20) Control/observation systems governed by partial differential equations (93C20) Matrix equations and identities (15A24)
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- Numerical solution of large-scale Lyapunov equations, Riccati equations, and linear-quadratic optimal control problems.
- Nonlinear least-squares approach for large-scale algebraic Riccati equations
- On solving large algebraic Riccati matrix equations
- A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations
- scientific article; zbMATH DE number 3928206 (Why is no real title available?)
- scientific article; zbMATH DE number 2157777 (Why is no real title available?)
- scientific article; zbMATH DE number 1447315 (Why is no real title available?)
- A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
- A Multigrid Method to Solve Large Scale Sylvester Equations
- A Supernodal Approach to Sparse Partial Pivoting
- A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
- Construction and arithmetics of \(\mathcal H\)-matrices
- Defect correction method for the solution of algebraic Riccati equations
- Dynamical systems and their applications: linear theory
- Eigenvalue decay bounds for solutions of Lyapunov equations: the symmetric case
- Existence of a low rank or ℋ︁‐matrix approximant to the solution of a Sylvester equation
- Generalized alternating direction implicit method for projected generalized Lyapunov equations
- Low Rank Solution of Lyapunov Equations
- On Maximum Norm Convergence of Multigrid Methods for Two-Point Boundary Value Problems
- On the decay rate of Hankel singular values and related issues
- Solution of Lyapunov equations by alternating direction implicit iteration
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- The Linear Regulator Problem for Parabolic Systems
- The Riccati Integral Equations for Optimal Control Problems on Hilbert Spaces
- The autonomous linear quadratic control problem. Theory and numerical solution
- Stabilization of incompressible flow problems by Riccati-based feedback
- Multiscale differential Riccati equations for linear quadratic regulator problems
- A new subspace iteration method for the algebraic Riccati equation.
- Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
- Solution of linear systems in high spatial dimensions
- A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations
- Computational Methods for Linear Matrix Equations
- Nonlinear least-squares approach for large-scale algebraic Riccati equations
- Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices
- Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
- Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
- Using permuted graph bases in \(\mathcal{H}_\infty\) control
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