Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations

Tsung Ming Huang, Wen Wei Lin*

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

26 引文 斯高帕斯(Scopus)

摘要

In this paper, we propose structured doubling algorithms for the computation of the weakly stabilizing Hermitian solutions of the continuous- and discrete-time algebraic Riccati equations, respectively. Assume that the partial multiplicities of purely imaginary and unimodular eigenvalues (if any) of the associated Hamiltonian and symplectic pencil, respectively, are all even and the C/DARE and the dual C/DARE have weakly stabilizing Hermitian solutions with property (P). Under these assumptions, we prove that if these structured doubling algorithms do not break down, then they converge to the desired Hermitian solutions globally and linearly. Numerical experiments show that the structured doubling algorithms perform efficiently and reliably.

原文英語
頁(從 - 到)1452-1478
頁數27
期刊Linear Algebra and Its Applications
430
發行號5-6
DOIs
出版狀態已發佈 - 2009 3月 1

ASJC Scopus subject areas

  • 代數與數理論
  • 數值分析
  • 幾何和拓撲
  • 離散數學和組合

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