每年出版 12 期
ISSN 打印: 1064-2315
ISSN 在线: 2163-9337
Indexed in
On the Choice of the Initial Approximation in Iterative Solution Algorithm of Equation X − ATX−1A = Q
摘要
The solution algorithm of matrix equation has been considered. In this algorithm the initial approximation is constructed by using linear matrix inequalities. For improving the obtained approximation the Newton procedure has been used. By the examples there has been shown the algorithm efficiency also in cases when the eigenvalues of the matrix pencil associated with this equation lay on the unit circle, i.e., when using the traditional algorithm is very problematic.
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Assimakis Nicholas, Adam Maria, Fast Doubling Algorithm for the Solution of the Riccati Equation Using Cyclic Reduction Method, 2020 International Conference on Mathematics and Computers in Science and Engineering (MACISE), 2020. Crossref