A GMRES-based BDF method for solving differential Riccati equations
type: Item
instance of: scholarly article
title: A GMRES-based BDF method for solving differential Riccati equations
zbMATH Open document ID: 1135.65340
author: J. Ibáñez
author: Enrique Arias
author: V. Hernández
author: Jesús Peinado
published in: Applied Mathematics and Computation
publication date: 2008-03-26T00:00:00Z
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 34A34
Mathematics Subject Classification ID: 65L12
Mathematics Subject Classification ID: 65F30
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 65H10
zbMATH DE Number: 5253818
zbMATH Keywords: differential Riccati equations
zbMATH Keywords: BDF methods
zbMATH Keywords: GMRES methods
zbMATH Keywords: algebraic Riccati equation
zbMATH Keywords: numerical examples
zbMATH Keywords: backward differentiation formula (BDF) methods
zbMATH Keywords: Newton's method
zbMATH Keywords: Sylvester equation
zbMATH Keywords: Bartels-Stewart method
zbMATH Keywords: generalized minimum residual (GMRES) method
describes a project that uses: Algorithm 432
describes a project that uses: ScaLAPACK
describes a project that uses: BLAS
describes a project that uses: SPARSKIT
describes a project that uses: ODEPACK
describes a project that uses: ITSOL
describes a project that uses: LAPACK
describes a project that uses: MPI
MaRDI profile type: MaRDI publication profile
full work available at URL: j.amc.2007.06.021
OpenAlex ID: W1967747361
cites work: Numerical Integration of the Differential Riccati Equation and Some Related Issues
cites work: Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
cites work: Algorithm 656: an extended set of basic linear algebra subprograms: model implementation and test programs
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cites work: Superposition laws for solutions of differential matrix Riccati equations arising in control theory
cites work: Efficient matrix-valued algorithms for solving stiff Riccati differential equations
cites work: A fixed point-based BDF method for solving differential Riccati equations
cites work: Q3780530
cites work: Q4016507
cites work: Q3841797
cites work: Q3910929
cites work: Algorithm 842
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cites work: Kronecker products and matrix calculus in system theory
cites work: Q5689624
cites work: Initial value methods for boundary value problems. Theory and application of invariant imbedding
cites work: ScaLAPACK Users' Guide
DOI: 10.1016/J.AMC.2007.06.021
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description: scientific article; zbMATH DE number 5253818