A multishift algorithm for the numerical solution of algebraic Riccati equations.

Ammar, Gregory, Benner, Peter, and Mehrmann, Volker. "A multishift algorithm for the numerical solution of algebraic Riccati equations.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 1 (1993): 33-48. <http://eudml.org/doc/118547>.

@article{Ammar1993,
author = {Ammar, Gregory, Benner, Peter, Mehrmann, Volker},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {algorithm; algebraic matrix Riccati equations; linear optimal control; Lagrangian invariant subspace; Hamiltonian matrix},
language = {eng},
pages = {33-48},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {A multishift algorithm for the numerical solution of algebraic Riccati equations.},
url = {http://eudml.org/doc/118547},
volume = {1},
year = {1993},
}

TY - JOUR
AU - Ammar, Gregory
AU - Benner, Peter
AU - Mehrmann, Volker
TI - A multishift algorithm for the numerical solution of algebraic Riccati equations.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 1993
PB - Kent State University, Department of Mathematics and Computer Science
VL - 1
SP - 33
EP - 48
LA - eng
KW - algorithm; algebraic matrix Riccati equations; linear optimal control; Lagrangian invariant subspace; Hamiltonian matrix
UR - http://eudml.org/doc/118547
ER -