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Solving large-scale discrete-time algebraic Riccati equations by doubling

Tiexiang Li Eric King-wah Chu Wen-Wei Lin

Numerical Linear Algebra mathscidoc:1912.43739

A= A (I+ GH), 1, 3, 2012
We consider the solution of large-scale discrete-time algebraic Riccati equations with numerically low-ranked solutions. The structure-preserving doubling algorithm will be adapted, with the iterates for A not explicitly computed but in the recursive form Ak= A2 k 1 D (1) k
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@inproceedings{tiexiang2012solving,
  title={Solving large-scale discrete-time algebraic Riccati equations by doubling},
  author={Tiexiang Li, Eric King-wah Chu, and Wen-Wei Lin},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191224205422179074303},
  booktitle={A= A (I+ GH)},
  volume={1},
  pages={3},
  year={2012},
}
Tiexiang Li, Eric King-wah Chu, and Wen-Wei Lin. Solving large-scale discrete-time algebraic Riccati equations by doubling. 2012. Vol. 1. In A= A (I+ GH). pp.3. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191224205422179074303.
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