RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations-Reference-Cited by-同舟云学术

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RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations

Published:2017-07-24 Issue:2 Volume:138 Page:301-330
ISSN:0029-599X
Container-title:Numerische Mathematik
language:en
Short-container-title:Numer. Math.

Author:

Benner Peter,Bujanović Zvonimir,Kürschner Patrick,Saak Jens

Funder

Max Planck Institute for Dynamics of Complex Technical Systems

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Link

http://link.springer.com/article/10.1007/s00211-017-0907-5/fulltext.html

Reference38 articles.

1. Amodei, L., Buchot, J.M.: An invariant subspace method for large-scale algebraic Riccati equation. Appl. Numer. Math. 60(11), 1067–1082 (2010). doi: 10.1016/j.apnum.2009.09.006

2. Benner, P.: Theory and Numerical Solution of Differential and Algebraic Riccati Equations. In: Benner, P., Bollhöfer, M., Kressner, D., Mehl, C., Stykel, T. (eds.) Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory, pp. 67–105. Springer, Berlin (2015). doi: 10.1007/978-3-319-15260-8_4

3. Benner, P., Bujanović, Z.: On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces. Linear Algebra Appl. 488, 430–459 (2016). doi: 10.1016/j.laa.2015.09.027

4. Benner, P., Kürschner, P., Saak, J.: An improved numerical method for balanced truncation for symmetric second order systems. Math. Comput. Model. Dyn. Syst. 19(6), 593–615 (2013). doi: 10.1080/13873954.2013.794363

5. Benner, P., Kürschner, P., Saak, J.: Efficient handling of complex shift parameters in the low-rank Cholesky factor ADI method. Numer. Algorithms 62(2), 225–251 (2013). doi: 10.1007/s11075-012-9569-7

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