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Isospectral flows on symmetric matrices and the Riccati equation

โœ Scribed by U. Helmke


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
384 KB
Volume
16
Category
Article
ISSN
0167-6911

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On the equivalence between matrix riccat
โœ Alan Schumitzky ๐Ÿ“‚ Article ๐Ÿ“… 1968 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 393 KB

It is shown that the solution to every matrix Riccati equation can be generated by the resolvent of a certain Fredholm integral operator and, conversely, this resolvent can be determined from the corresponding Riccati solution. This result leads to a computational scheme, based on initial-value meth