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On projection methods for large-scale Riccati equations Simoncini, Valeria
Description
In the numerical solution of the algebraic Riccati equation $A^* X + XA â XBB^â X + C^â C = 0$, where $A$ is large, sparse and stable, and $B$, $C$ have low rank, projection methods have recently emerged as a possible alternative to the more established Newton-Kleinman iteration. A robust implementation of these methods opens to new questions on the use of dissipativity properties of the given matrix $A$. In this talk we briefly discuss the algorithmic aspects of projection methods, together with some new hypotheses that ensure their well posedness. If time allows, considerations on the differential Riccati equation will be included.
Item Metadata
| Title |
On projection methods for large-scale Riccati equations
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| Creator | |
| Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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| Date Issued |
2018-12-06T09:37
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| Description |
In the numerical solution of the algebraic Riccati equation $A^* X + XA â XBB^â X + C^â C = 0$, where $A$ is large,
sparse and stable, and $B$, $C$ have low rank, projection methods have
recently emerged as a possible alternative to the more established Newton-Kleinman iteration. A robust implementation of these methods opens to new questions on the use of dissipativity properties of the given matrix $A$.
In this talk we briefly discuss the algorithmic aspects of
projection methods, together with some new hypotheses that
ensure their well posedness. If time allows, considerations on the differential Riccati equation will be included.
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| Extent |
30.0
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| Subject | |
| Type | |
| File Format |
video/mp4
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| Language |
eng
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| Notes |
Author affiliation: Universita' di Bologna
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| Series | |
| Date Available |
2019-06-05
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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| DOI |
10.14288/1.0379282
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| URI | |
| Affiliation | |
| Peer Review Status |
Unreviewed
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| Scholarly Level |
Faculty
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| Rights URI | |
| Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International