MOC
1998
13 years 4 months ago
1998
When Newton’s method is applied to find the maximal symmetric solution of an algebraic Riccati equation, convergence can be guaranteed under moderate conditions. In particular, ...
DAGSTUHL
2007
13 years 6 months ago
2007
The problem of reducing an algebraic Riccati equation XCX − AX − XD + B = 0 to a unilateral quadratic matrix equation (UQME) of the kind PX2 + QX + R = 0 is analyzed. New redu...
EUROPAR
2006
Springer
13 years 8 months ago
2006
Springer
We discuss a parallel algorithm for the solution of large-scale generalized algebraic Riccati equations with dimension up to O(105 ). We survey the numerical algorithms underlying ...