Solution of Large Scale Algebraic Matrix Riccati Equations by Use of Hierarchical Matrices.
Lars GrasedyckWolfgang HackbuschBoris N. KhoromskijPublished in: Computing (2003)
Keyphrases
- coefficient matrix
- linear algebra
- linear complementarity problem
- set of linear equations
- linear equations
- linear systems
- singular value decomposition
- systems of linear equations
- optimal solution
- hamilton jacobi
- mathematical model
- real world
- differential equations
- perturbation theory
- nonlinear equations
- matrix completion
- positive semidefinite
- low rank matrix approximation
- numerical methods
- closed form
- pseudo inverse
- matrix multiplication
- wave equation
- symmetric matrix
- square matrices
- symmetric positive definite
- matrix representation
- sparse matrix
- boundary value problem
- positive definite
- singular values
- low rank