A Jacobi-like method for solving algebraic Riccati equations on parallel computers
DOI10.1109/9.618237zbMATH Open0891.93033OpenAlexW2159738164MaRDI QIDQ4357984FDOQ4357984
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
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Riccati equationsparallel computersKogbetliantz algorithmJacobi-like methodSchur form of a Hamiltonian matrix
Parallel numerical computation (65Y05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalue problems (93B60) Matrix equations and identities (15A24)
Cited In (10)
- A Hamiltonian-Jacobi algorithm
- A symplectic acceleration method for the solution of the algebraic Riccati equation on a parallel computer
- Convergence of the Eberlein diagonalization method under generalized serial pivot strategies
- Hamiltonian square roots of skew-Hamiltonian matrices
- On normal and structured matrices under unitary structure-preserving transformations
- Hamilton and Jacobi come full circle: Jacobi algorithms for structured Hamiltonian eigenproblems
- Title not available (Why is that?)
- 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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