Fast solution of a certain Riccati equation through Cauchy-like matrices

zbMATH Open1189.65075MaRDI QIDQ964066FDOQ964066

Authors: B. Meini, Federico Poloni, Dario A. Bini 

Publication date: 14 April 2010

Published in: ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/223449

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zbMATH Keywords

fast algorithmnumerical experimentsM-matrixmatrix equationquadratic convergencenonsymmetric algebraic Riccati equationCauchy matrixcyclic reductionGohberg-Kailath-Olshevsky algorithm

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Matrix equations and identities (15A24)

Cited In (9)

• A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory
• A modified structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equations from transport theory
• A note on the \(O(n)\)-storage implementation of the GKO algorithm and its adaptation to Trummer-like matrices
• Some accelerated iterative algorithms for solving nonsymmetric algebraic Riccati equations arising in transport theory
• Low memory and low complexity iterative schemes for a nonsymmetric algebraic Riccati equation arising from transport theory
• Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory.
• A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
• Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub

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