Low-rank updates and divide-and-conquer methods for quadratic matrix equations

In this work, we consider two types of large-scale quadratic matrix equations: continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from stochastic processes on 2D lattices and vibrating systems....

Full description

Saved in:

Bibliographic Details
Published in:	Numerical algorithms Vol. 84; no. 2; pp. 717 - 741
Main Authors:	Kressner, Daniel, Kürschner, Patrick, Massei, Stefano
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.06.2020 Springer Nature B.V
Subjects:	Algebra Algorithms Approximation Computer Science Eigenvalues Iterative methods Methods Numeric Computing Numerical Analysis Original Paper Quadratic equations Riccati equation Robust control Stochastic processes Theory of Computation Hierarchical matrices Divide-and-conquer Riccati equation Low-rank update Unilateral quadratic matrix equation
ISSN:	1017-1398, 1572-9265
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!