A factored variant of the Newton iteration for the solution of algebraic Riccati equations via the matrix sign function.
Peter BennerPablo EzzattiEnrique S. Quintana-OrtíAlfredo RemónPublished in: Numer. Algorithms (2014)
Keyphrases
- nonlinear complementarity problem
- nonlinear equations
- linear equations
- set of linear equations
- mathematical model
- linear systems
- hamilton jacobi
- differential equations
- fischer burmeister
- integral equation
- coefficient matrix
- linear algebra
- iterative algorithms
- numerical integration
- linear complementarity problem
- systems of linear equations
- boundary value problem
- linear programming
- state space
- finite difference
- numerical methods