Title :
On iterative solvers of the matrix equation X+ATX-1 A=I
Author :
Su, Yangfeng ; Bhaya, Amit
Author_Institution :
Dept. of Math., Fudan Univ., Shanghai, China
Abstract :
Two inverse-free iterative methods for solving the matrix equation X+ATX-1A=I are given and analyzed and are compared with the straightforward iterative method and an existing inverse-free method. Both theoretical analysis and numerical examples show that the new methods proposed in the paper are more effective than existing ones. Newton´s method is also analyzed for this equation. The above equation can be considered to be a special case of the general discrete-time algebraic Riccati equation
Keywords :
Riccati equations; iterative methods; matrix algebra; Newton´s method; general discrete-time algebraic Riccati equation; inverse-free iterative methods; iterative solvers; Concurrent computing; Convergence; Iterative algorithms; Iterative methods; Mathematics; Newton method; OWL; Optimal control; Riccati equations; Symmetric matrices;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.831347
