Nonlinear multigrid for the solution of large-scale Riccati equations in low-rank and H-matrix format.
DOI10.1002/NLA.606zbMATH Open1212.65178OpenAlexW1996965489MaRDI QIDQ3588940FDOQ3588940
Authors: L. 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
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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)
Cites Work
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Cited In (12)
- 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
- Nonlinear least-squares approach for large-scale algebraic Riccati equations
- Computational Methods for Linear Matrix 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
- Stabilization of incompressible flow problems by Riccati-based feedback
- Using permuted graph bases in \(\mathcal{H}_\infty\) control
- Multiscale differential Riccati equations for linear quadratic regulator problems
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