Fast solution of a certain Riccati equation through Cauchy-like matrices.

Bini, Dario A., Meini, Beatrice, and Poloni, Federico. "Fast solution of a certain Riccati equation through Cauchy-like matrices.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 33 (2008): 84-104. <http://eudml.org/doc/223449>.

@article{Bini2008,
author = {Bini, Dario A., Meini, Beatrice, Poloni, Federico},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {nonsymmetric algebraic Riccati equation; cyclic reduction; Cauchy matrix; matrix equation; fast algorithm; M-matrix; Gohberg-Kailath-Olshevsky algorithm; quadratic convergence; numerical experiments},
language = {eng},
pages = {84-104},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {Fast solution of a certain Riccati equation through Cauchy-like matrices.},
url = {http://eudml.org/doc/223449},
volume = {33},
year = {2008},
}

TY - JOUR
AU - Bini, Dario A.
AU - Meini, Beatrice
AU - Poloni, Federico
TI - Fast solution of a certain Riccati equation through Cauchy-like matrices.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2008
PB - Kent State University, Department of Mathematics and Computer Science
VL - 33
SP - 84
EP - 104
LA - eng
KW - nonsymmetric algebraic Riccati equation; cyclic reduction; Cauchy matrix; matrix equation; fast algorithm; M-matrix; Gohberg-Kailath-Olshevsky algorithm; quadratic convergence; numerical experiments
UR - http://eudml.org/doc/223449
ER -