A Jacobi-like method for solving algebraic Riccati equations on parallel computers

DOI10.1109/9.618237MaRDI QIDQ4357984zbMATH OpenOpenAlexFDO

Authors Angelika Bunse-Gerstner, Heike Faßbender

Publication date 1997

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/6970ee259b0509f40caeab712ded39067fc293de

zbMATH Keywords

Riccati equationsparallel computersKogbetliantz algorithmJacobi-like methodSchur form of a Hamiltonian matrix

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalue problems (93B60) Matrix equations and identities (15A24)

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• A symplectic acceleration method for the solution of the algebraic Riccati equation on a parallel computer
• Hamiltonian square roots of skew-Hamiltonian matrices
• Convergence of the Eberlein diagonalization method under generalized serial pivot strategies
• On normal and structured matrices under unitary structure-preserving transformations
• Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems
• scientific article; zbMATH DE number 3986561 (Why is no real title available?)
• A Jacobi-type systolic algorithm for Riccati and Lyapunov equations
• Convex invertible cones of matrices -- a unified framework for the equations of Sylvester, Lyapunov and Riccati
• Solving algebraic Riccati equations on parallel computers using Newton's method with exact line search

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