An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations

DOI10.1016/j.apnum.2016.05.006zbMath1346.65017OpenAlexW2411345498WikidataQ58047829 ScholiaQ58047829MaRDI QIDQ739023

Matthias Heinkenschloss, Heiko K. Weichelt, Jens Saak, Peter 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

zbMATH Keywords

convergenceLyapunov equationnumerical experimentalternating direction implicit methodalgebraic Riccati equationsline searchinexact Kleinman-Newton methodinexact solveslow-rank ADI methods

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Iterative numerical methods for linear systems (65F10)

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Uses Software

• Eigtool
• mftoolbox

Cites Work

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