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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2017
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| Materias: | |
| 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 |