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Numerical solution of projected algebraic Riccati equations / Peter Benner, Tatjana Stykel
VerfasserBenner, Peter ; Stykel, Tatjana
KörperschaftMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
ErschienenMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, May 24, 2013
Umfang1 Online-Ressource (20 Seiten = 0,28 MB) : Diagramme
SpracheEnglisch
SerieMax Planck Institute Magdeburg Preprints ; 13-06
URNurn:nbn:de:gbv:3:2-64192 
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Numerical solution of projected algebraic Riccati equations [0.28 mb]
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Abstract: We consider the numerical solution of projected algebraic Riccati equations using Newton\'s method. Such equations arise for instance in model reduction of descriptor systems based on positive real and bounded real balanced truncation. We also discuss the computation of low-rank Cholesky factors of the solutions of projected Riccati equations. Numerical examples are given that demonstrate the properties of the proposed algorithms.