Large-scale algebraic Riccati equations with high-rank constant terms

Bo Yu, Hung Yuan Fan, Eric King wah Chu

研究成果: 雜誌貢獻文章

5 引文 斯高帕斯(Scopus)

摘要

We consider the numerical solution of large-scale algebraic Riccati equations with high-rank constant terms. The solutions are not numerically low-rank, so the previously successful methods based on low-rank representations are not directly applicable. We modify the doubling algorithm, making use of the low-rank in the input matrix B. We also solve the challenging problems in the estimation of residuals and relative errors, convergence control and the output of the modified algorithm. Illustrative numerical examples are presented.

原文英語
頁(從 - 到)130-143
頁數14
期刊Journal of Computational and Applied Mathematics
361
DOIs
出版狀態已發佈 - 2019 十二月 1

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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