RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations

This paper introduces a new algorithm for solving large-scale continuous-time algebraic Riccati equations (CARE). The advantage of the new algorithm is in its immediate and efficient low-rank formulation, which is a generalization of the Cholesky-factored variant of the Lyapunov ADI method. We discu...

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Detalles Bibliográficos
Autores principales: Benner, Peter, Bujanović, Zvonimir, Kürschner, Patrick, Saak, Jens
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2017
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5775986/
https://www.ncbi.nlm.nih.gov/pubmed/29391650
http://dx.doi.org/10.1007/s00211-017-0907-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5775986/
https://www.ncbi.nlm.nih.gov/pubmed/29391650
http://dx.doi.org/10.1007/s00211-017-0907-5

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