TY - ELEC
AU - Simoncini, Valeria
PY - 2018
TI - On projection methods for large-scale Riccati equations
LA - eng
M3 - Moving Image
AB - 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.
N2 - 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.
UR - https://open.library.ubc.ca/collections/48630/items/1.0379282
ER - End of Reference