A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
نویسندگان
چکیده
منابع مشابه
A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
A special instance of the algebraic Riccati equation XCX−XE−AX+B = 0 where the n × n matrix coefficients A,B,C,E are rank structured matrices is considered. Relying on the structural properties of Cauchy-like matrices, an algorithm is designed for performing the customary Newton iteration in O(n2) arithmetic operations (ops). The same technique is used to reduce the cost of the algorithm propos...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2008
ISSN: 0895-4798,1095-7162
DOI: 10.1137/070681478