An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations
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Publication:739023
DOI10.1016/J.APNUM.2016.05.006zbMATH Open1346.65017OpenAlexW2411345498WikidataQ58047829 ScholiaQ58047829MaRDI QIDQ739023FDOQ739023
M. Heinkenschloss, H. K. Weichelt, J. Saak, P. Benner
Publication date: 16 August 2016
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2016.05.006
convergencenumerical experimentline searchLyapunov equationalgebraic Riccati equationsalternating direction implicit methodinexact Kleinman-Newton methodinexact solveslow-rank ADI methods
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Cited In (24)
- On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation
- Low-rank generalized alternating direction implicit iteration method for solving matrix equations
- On the solution of the nonsymmetric T-Riccati equation
- Distributed algorithms of solving linear matrix equations via double-layered networks
- On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
- Sparsity preserving optimal control of discretized PDE systems
- Nonlinear Least-Squares Approach for Large-Scale Algebraic Riccati Equations
- Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations
- Iterative algorithm for a generalized matrix equation with momentum acceleration approach and its convergence analysis
- RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
- 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
- 2 Balancing-related model reduction methods
- Closed-form solution of non-symmetric algebraic Riccati matrix equation
- Low-Rank Second-Order Splitting of Large-Scale Differential Riccati Equations
- Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
- A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation
- A class of Petrov-Galerkin Krylov methods for algebraic Riccati equations
- Feedback Control for Systems with Uncertain Parameters Using Online-Adaptive Reduced Models
- Inexact methods for the low rank solution to large scale Lyapunov equations
- A low-rank solution method for Riccati equations with indefinite quadratic terms
- On a family of low-rank algorithms for large-scale algebraic Riccati equations
- Optimal Sensor Placement: A Robust Approach
- A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems
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