[HTML][HTML] Large-scale algebraic Riccati equations with high-rank constant terms
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.
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.
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.
Elsevier
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