On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
zbMATH Open1171.65402MaRDI QIDQ836739FDOQ836739
J. Saak, P. Benner, Hermann Mena
Publication date: 8 September 2009
Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/130671
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numerical examplesLyapunov equationparabolic partial differential equationsalgebraic Riccati equationalternating direction implicit (ADI) algorithmlinear-quadratic regulator problemsrational min-max problemshift parametersZolotarev problem
Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Newton-type methods (49M15) Linear-quadratic optimal control problems (49N10) Existence of solutions for minimax problems (49J35) Acceleration of convergence in numerical analysis (65B99)
Cited In (15)
- Efficient techniques for solving the periodic projected Lyapunov equations and model reduction of periodic systems
- On the ADI method for Sylvester equations
- Some accelerated iterative algorithms for solving nonsymmetric algebraic Riccati equations arising in transport theory
- On an integrated Krylov-ADI solver for large-scale Lyapunov equations
- An iterative method for solving the stable subspace of a matrix pencil and its application
- Low memory and low complexity iterative schemes for a nonsymmetric algebraic Riccati equation arising from transport theory
- Frequency-limited balanced truncation with low-rank approximations
- 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 stabilization algorithm of the Navier–Stokes equations based on algebraic Bernoulli equation
- A general alternating-direction implicit Newton method for solving continuous-time algebraic Riccati equation
- A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations
- Feedback Control for Systems with Uncertain Parameters Using Online-Adaptive Reduced Models
- Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
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