On two numerical methods for the solution of large-scale algebraic Riccati equations

DOI10.1093/IMANUM/DRT015zbMATH Open1298.65083OpenAlexW2053301335MaRDI QIDQ5495658FDOQ5495658

Authors: Valeria Simoncini, Daniel B. Szyld, Marlliny Monsalve 

Publication date: 6 August 2014

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drt015

Recommendations

• Numerical Solution of Projected Algebraic Riccati Equations
• On solving large algebraic Riccati matrix equations
• Block Krylov subspace methods for large algebraic Riccati equations
• An Arnoldi based algorithm for large algebraic Riccati equations
• Nonlinear least-squares approach for large-scale algebraic Riccati equations

zbMATH Keywords

numerical experimentsNewton's iterationNewton methodnonlinear Riccati equationKrylov-type projectionresidual norm computation

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Cited In (44)

• A data-driven Krylov model order reduction for large-scale dynamical systems
• On the solution of the nonsymmetric T-Riccati equation
• Krylov subspace methods for discrete-time algebraic Riccati equations
• On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
• Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
• Feedback control for systems with uncertain parameters using online-adaptive reduced models
• On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems
• Projection methods for rational Riccati equations arising in stochastic optimal control
• Robust output-feedback stabilization for incompressible flows using low-dimensional \(\mathcal{H}_{\infty}\)-controllers
• State-dependent Riccati equation feedback stabilization for nonlinear PDEs
• On inexact Newton methods based on doubling iteration scheme for symmetric algebraic Riccati equations
• An extended block Arnoldi algorithm for large-scale solutions of the continuous-time algebraic Riccati equation
• Adaptive high-order splitting schemes for large-scale differential Riccati equations
• RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
• An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations
• Galerkin trial spaces and Davison-Maki methods for the numerical solution of differential Riccati equations
• A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems
• The intrinsic Toeplitz structure and its applications in algebraic Riccati equations
• Using \(LDL^\mathrm{T}\) factorizations in Newton's method for solving general large-scale algebraic Riccati equations
• An inverse-free ADI algorithm for computing Lagrangian invariant subspaces.
• Low-rank updates and divide-and-conquer methods for quadratic matrix equations
• 2 Balancing-related model reduction methods
• Inexact Kleinman-Newton method for Riccati equations
• Closed-form solution of non-symmetric algebraic Riccati matrix equation
• Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method
• Nonlinear least-squares approach for large-scale algebraic Riccati equations
• An efficient extended block Arnoldi algorithm for feedback stabilization of incompressible Navier-Stokes flow problems
• Order reduction methods for solving large-scale differential matrix Riccati equations
• Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
• Inexact Newton's method with inner implicit preconditioning for algebraic Riccati equations
• A tensor format for the generalized Hessenberg method for solving Sylvester tensor equations
• A class of Petrov-Galerkin Krylov methods for algebraic Riccati equations
• Data-driven optimal tracking control of discrete-time linear systems with multiple delays via the value iteration algorithm
• An improvement of the Newton method for solving symmetric algebraic Riccati equations
• Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations
• A POD projection method for large-scale algebraic Riccati equations
• Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems
• The Jacobi matrix for functions in noncommutative algebras
• Inexact methods for the low rank solution to large scale Lyapunov equations
• Matrix equations, sparse solvers: \texttt{M-M.E.S.S.}-2.0.1 -- philosophy, features, and application for (parametric) model order reduction
• On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
• On a family of low-rank algorithms for large-scale algebraic Riccati equations
• The algebraic Riccati equation for quaternions
• Multiscale differential Riccati equations for linear quadratic regulator problems

Uses Software

• LYAPACK

This page was built for publication: On two numerical methods for the solution of large-scale algebraic Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5495658)