On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
DOI10.1016/J.LAA.2015.09.027zbMATH Open1330.15017OpenAlexW2174041996WikidataQ115214819 ScholiaQ115214819MaRDI QIDQ896864FDOQ896864
Authors: P. Benner, Zvonimir Bujanović
Publication date: 14 December 2015
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2015.09.027
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Cited In (27)
- Rigorous and effective a-posteriori error bounds for nonlinear problems -- application to RB methods
- A class of fixed point iteration for the coupled algebraic Riccati equation
- On the solution of the nonsymmetric T-Riccati equation
- Krylov subspace methods for discrete-time algebraic Riccati equations
- Analysis of the rational Krylov subspace projection method for large-scale algebraic Riccati equations
- Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations
- Reduced basis approximation of large scale parametric algebraic Riccati equations
- Adaptive high-order splitting schemes for large-scale differential Riccati equations
- RADI: a low-rank ADI-type algorithm 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
- Projected nonsymmetric algebraic Riccati equations and refining estimates of invariant and deflating subspaces
- 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.
- An invariant subspace method for large-scale algebraic Riccati equation
- Nonlinear least-squares approach for large-scale algebraic Riccati equations
- Approximate residual-minimizing shift parameters for the low-rank ADI iteration
- Efficient solution of large-scale algebraic Riccati equations associated with index-2 DAEs via the inexact low-rank Newton-ADI method
- A class of Petrov-Galerkin Krylov methods for algebraic Riccati equations
- A class of marked invariant subspaces with an application to 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
- Two-parameters numerical methods of the non-symmetric algebraic Riccati equation
- Order reduction approaches for the algebraic Riccati equation and the LQR problem
- 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
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