A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function

Author:

Benner Peter,Ezzatti Pablo,Quintana-Ortí Enrique S.,Remón Alfredo

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference23 articles.

1. Abels, J., Benner, P.: CAREX– a collection of benchmark examples for continuous-time algebraic Riccati equations (version 2.0). SLICOT Working Note 1999-14. Available from http://www.slicot.org (1999)

2. Abels, J., Benner, P.: DAREX– a collection of benchmark examples for discrete-time algebraic Riccati equations (version 2.0). SLICOT Working Note 1999-15. Available from http://www.slicot.org (1999)

3. Anderson, B., Moore, J.: Optimal Filtering. Prentice-Hall, Englewood Cliffs (1979)

4. Anderson, E., Bai, Z., Demmel, J., Dongarra, J.E., DuCroz, J., Greenbaum, A., Hammarling, S., McKenney, A.E., Ostrouchov, S., Sorensen, D.: LAPACK Users’ Guide. SIAM, Philadelphia (1992)

5. Benner, P.: Contributions to the numerical solution of algebraic Riccati equations and related eigenvalue problems. Logos–Verlag, Berlin, Germany (1997). Also: Dissertation, Fakultät für Mathematik, TU Chemnitz–Zwickau (1997)

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