A Stabilized Matrix Sign Function Algorithm for Solving Algebraic Riccati Equations

DOI10.1137/S1064827593259078zbMath0890.65039MaRDI QIDQ4376227

Judith D. Gardiner

Publication date: 10 February 1998

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

numerical exampleserror analysisparallel algorithmsalgebraic Riccati equationsmatrix sign functionbackward stable algorithmcomputational methods for control

Mathematics Subject Classification ID

Related Items (3)

Lur'e equations and even matrix pencils ⋮ A structured matrix approach to efficient calculation of LQG repetitive learning controllers in the lifted setting ⋮ Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations

Uses Software

• LAPACK

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