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....

Celý popis

Uložené v:

Podrobná bibliografia
Vydané v:	Numerical algorithms Ročník 84; číslo 2; s. 717 - 741
Hlavní autori:	Kressner, Daniel, Kürschner, Patrick, Massei, Stefano
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.06.2020 Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!

Buďte prvý, kto okomentuje tento záznam!