Numerical solution of algebraic Riccati equations
Dario A. Bini, Bruno Iannazzo, Beatrice Meini.
Philadelphia : Society for Industrial and Applied Mathematics, ©2012.
xvi, 250 : ilustraciones ; 26 cm.
ISBN: 9781611972085
Incluye referencias bibliográficas (p. 221-243) e índice.
Reseña: MathSciNet, 2896454
Contenido
- 1. Introduction and preliminaries
- 2. Theoretical analysis
- 3. Classical algorithms
- 4. Structured invariant subspace methods
- 5. Doubling algorithms
- 6. Algorithms for large-scale problems
- Appendix: basic properties.