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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...
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| Publicado no: | Numer Math (Heidelb) |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer Berlin Heidelberg
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5775986/ https://ncbi.nlm.nih.gov/pubmed/29391650 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s00211-017-0907-5 |
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