A Multilevel Technique for the Approximate Solution of Operator Lyapunov and Algebraic Riccati Equations

DOI10.1137/0732022zbMath0857.65047OpenAlexW1977847708MaRDI QIDQ4835059

Chunming Wang, I. G. Rosen

Publication date: 9 March 1997

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0732022

zbMATH Keywords

convergencenumerical examplesmultigrid methodmultilevel methodalgebraic Riccati equationslinear-quadratic optimal control problemsoperator Lyapunov equationmatrix Lyapunov equationsNewton-Kleinman algorithmstability theory for linear systems

Mathematics Subject Classification ID

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