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

MaRDI QIDQ964066zbMATH OpenFDO

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, http://www.emis.de/journals/ETNA/vol.33.2008-2009/pp84-104.dir/pp84-104.pdf

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zbMATH Keywords

Cauchy matrixcyclic reductionfast algorithmGohberg-Kailath-Olshevsky algorithmM-matrixmatrix equationnonsymmetric algebraic Riccati equationnumerical experimentsquadratic convergence

Mathematics Subject Classification ID

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

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Cited in

(9)

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

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