Solving large-scale continuous-time algebraic Riccati equations by doubling
DOI10.1016/J.CAM.2012.06.006zbMATH Open1253.65063OpenAlexW1984452800MaRDI QIDQ455865FDOQ455865
Authors: Tiexiang Li, Eric King-wah Chu, Wen-Wei Lin, Peter Chang-Yi Weng 
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
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numerical resultsCayley transformKrylov subspacelarge-scale problemdoubling algorithmcontinuous-time algebraic Riccati equation
Numerical optimization and variational techniques (65K10) Computational methods for sparse matrices (65F50) Linear systems in control theory (93C05) Matrix equations and identities (15A24)
Cited In (19)
- Krylov subspace methods for discrete-time algebraic Riccati equations
- An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
- Performance enhancement of doubling algorithms for a class of complex nonsymmetric algebraic Riccati equations
- Numerical solution of singular Sylvester equations
- A new subspace iteration method for the algebraic Riccati equation
- Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
- Large-scale algebraic Riccati equations with high-rank constant terms
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- The intrinsic Toeplitz structure and its applications in algebraic Riccati equations
- On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
- Convergence Rates of a Class of Predictor-Corrector Iterations for the Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory
- Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation
- Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis
- Solving large-scale nonsymmetric algebraic Riccati equations by doubling
- Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey
- Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations
- A POD projection method for large-scale algebraic Riccati equations
- Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
- A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems
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