DGRSVX and DMSRIC: Fortran 77 subroutines for solving continuous-time matrix algebraic Riccati equations with condition and accuracy estimates

DGRSVX and DMSRIC: Fortran 77 subroutines for solving continuous-time matrix algebraic Riccati equations with condition and accuracy estimates

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We present new Fortran 77 subroutines which implement the Schur method and the matrix sign function method for the solution of the continuous­time matrix algebraic Riccati equation on the basis of LAPACK subroutines. In order to avoid some of the well­known difficulties with these methods due to...

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Bibliographic Details
Main Authors: Petkov, P. Hr., Konstantinov, M. M., Mehrmann, V.
Language:English
Published: Technische Universität Chemnitz 2005
Subjects:
info:eu-repo/classification/ddc/510
ddc:510
Algebraische Riccati-Gleichung
FORTRAN-Programm
LAPACK
Schur method
matrix sign function method
Online Access:http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501109
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