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van Dooren, P.

A generalized eigenvalue approach for solving Riccati equations. (English) Zbl 0463.65024

SIAM J. Sci. Stat. Comput. 2, 121-135 (1981).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0463.65024

Cited in 1 Review
Cited in 99 Documents

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
65K10 Numerical optimization and variational techniques
93B40 Computational methods in systems theory (MSC2010)
49J15 Existence theories for optimal control problems involving ordinary differential equations

Keywords:

spectral factorization; reordering of the eigenvalues; QZ algorithm; generalized eigenvalue problem; algebraic Riccati equations; singular cases
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