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Matrix Equations and Structures: Efficient Solution of Special Discrete Algebraic Riccati Equations

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Numerical Analysis and Its Applications (NAA 2000)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1988))

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Abstract

We propose a new quadratically convergent algorithm, having a low computational cost per step and good numerical stability properties, that allows the computation of the maximal solutions of the matrix equations X + C*X -1 C = Q, X - C*X -1 C = Q, X + C*(R + B*XB) -1 C = Q. The algorithm is based on the cyclic reduction method.

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Author information

Authors and Affiliations

  1. Dipartimento di Matematica, Università di Pisa, via Buonarroti 2, 56127, Pisa, Italy

    Beatrice Meini

Authors
  1. Beatrice Meini
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Editor information

Editors and Affiliations

  1. Department of Computer Science, University of Rousse, 7000, Rousse, Bulgaria

    Lubin Vulkov  & Plamen Yalamov  & 

  2. UNI-C,Danish Computing Center for Research and Education, DTU,Building 304, 2800, Lyngby, Denmark

    Jerzy Waśniewski

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© 2001 Springer-Verlag Berlin Heidelberg

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Meini, B. (2001). Matrix Equations and Structures: Efficient Solution of Special Discrete Algebraic Riccati Equations. In: Vulkov, L., Yalamov, P., Waśniewski, J. (eds) Numerical Analysis and Its Applications. NAA 2000. Lecture Notes in Computer Science, vol 1988. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-45262-1_68

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  • DOI: https://doi.org/10.1007/3-540-45262-1_68

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41814-6

  • Online ISBN: 978-3-540-45262-1

  • eBook Packages: Springer Book Archive

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