Solving large-scale continuous-time algebraic Riccati equations by doubling
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Publication:455865
DOI10.1016/j.cam.2012.06.006zbMath1253.65063MaRDI QIDQ455865
Wen-Wei Lin, Peter Chang-Yi Weng, Eric King-Wah Chu, Tiexiang Li
Publication date: 22 October 2012
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.06.006
numerical results; Cayley transform; large-scale problem; Krylov subspace; doubling algorithm; continuous-time algebraic Riccati equation
65F50: Computational methods for sparse matrices
65K10: Numerical optimization and variational techniques
93C05: Linear systems in control theory
15A24: Matrix equations and identities
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