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The shift-inverted J-Lanczos algorithm for the numerical solutions of large sparse algebraic Riccati equations

✍ Scribed by W.R. Ferng; Wen-Wei Lin; Chern-Shuh Wang


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
934 KB
Volume
33
Category
Article
ISSN
0898-1221

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In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The pr