On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations.

Benner, Peter, Mena, Hermann, and Saak, Jens. "On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 29 (2007): 136-149. <http://eudml.org/doc/130671>.

@article{Benner2007,
author = {Benner, Peter, Mena, Hermann, Saak, Jens},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {algebraic Riccati equation; shift parameters; Lyapunov equation; rational min-max problem; Zolotarev problem; linear-quadratic regulator problems; parabolic partial differential equations; alternating direction implicit (ADI) algorithm; numerical examples},
language = {eng},
pages = {136-149},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations.},
url = {http://eudml.org/doc/130671},
volume = {29},
year = {2007},
}

TY - JOUR
AU - Benner, Peter
AU - Mena, Hermann
AU - Saak, Jens
TI - On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2007
PB - Kent State University, Department of Mathematics and Computer Science
VL - 29
SP - 136
EP - 149
LA - eng
KW - algebraic Riccati equation; shift parameters; Lyapunov equation; rational min-max problem; Zolotarev problem; linear-quadratic regulator problems; parabolic partial differential equations; alternating direction implicit (ADI) algorithm; numerical examples
UR - http://eudml.org/doc/130671
ER -