A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems
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Publication:5107798
DOI10.1137/18M1220960zbMath1437.65021arXiv1811.00850OpenAlexW3103837813WikidataQ115214628 ScholiaQ115214628MaRDI QIDQ5107798
Peter Benner, Patrick Kürschner, Zvonimir Bujanović, Jens Saak
Publication date: 28 April 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.00850
Newton's methodLyapunov equationalgebraic Riccati equationalternating direction implicitrational Krylov subspaces
Matrix equations and identities (15A24) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical methods for matrix equations (65F45)
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