Solving the Algebraic Riccati Equation with the Matrix Sign Function

@inproceedings{2001SolvingTA,
  title={Solving the Algebraic Riccati Equation with the Matrix Sign Function},
  author={},
  year={2001}
}
  • Published 2001
This paper presents solne inrprovements to the matrix-sigll-fllnction algorithn~ for the alge\,raic Riccati equation. A simple reorganization changes nonsynnnetric watrix inversion5 into syinmetric niatrix inversions. Scaling accelerates convergence of the basic iteration ant1 yields a new qnadratic formula for certain 2-by-2 algebraic Riccati eqnation5. Numerical experience suggests the algorithm he supplemented with a refinenwiit strategy similar to iterative refinement for systems of linear… CONTINUE READING
Highly Influential
This paper has highly influenced 10 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
88 Citations
1 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 88 extracted citations

References

Publications referenced by this paper.

Similar Papers

Loading similar papers…