A SLICOT Implementation of a Modified Newton's Method for Algebraic Riccati Equations

V. Sima, Peter Benner
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引用次数: 6

Abstract

Improved implemented algorithms for solving algebraic Riccati equations using Newton's method with line search are discussed. The numerical results illustrate the advantages of using such algorithms.
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代数Riccati方程的改进牛顿法的SLICOT实现
讨论了用直线搜索牛顿法求解代数里卡第方程的改进实现算法。数值结果说明了这种算法的优越性。
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