A Generalized Eigenvalue Approach for Solving Riccati Equations
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Publication:3914321
DOI10.1137/0902010zbMath0463.65024OpenAlexW2097327029MaRDI QIDQ3914321
Publication date: 1981
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0902010
spectral factorizationgeneralized eigenvalue problemalgebraic Riccati equationsQZ algorithmsingular casesreordering of the eigenvalues
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15)
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