Solution of large scale algebraic matrix Riccati equations by use of hierarchical matrices

Computing (Vienna/New York)

Volumn 70, Issue 2, 2003, Pages 121-165

  Grasedyck, L ^a   Hackbusch, W ^a   Khoromskij, B N ^a  

^a MAX PLANCK INSTITUTE FOR MATHEMATICS IN THE SCIENCES   (Germany)

Author keywords

Control problems; Data sparse approximations; Fast solvers; Formatted matrix operations; Hierarchical matrices; Lyapunov equations; Riccati equations

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; DIGITAL ARITHMETIC; LYAPUNOV METHODS; PARTIAL DIFFERENTIAL EQUATIONS; PROBLEM SOLVING; RICCATI EQUATIONS;

HIERARCHICAL MATRICES; LARGE SCALE ALGEBRAIC MATRIX RICCATI EQUATIONS;

MATRIX ALGEBRA;

EID: 0041340908     PISSN: 0010485X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00607-002-1470-0     Document Type: Article

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