Newtons method with exact line search for solving the algebraic Riccati equation

Newtons method with exact line search for solving the algebraic Riccati equation

This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton&#...

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Bibliographic Details
Main Authors: Benner, P., Byers, R.
Other Authors: TU Chemnitz, SFB 393
Format: Others
Language:English
Published: Universitätsbibliothek Chemnitz 1998
Subjects:
Newton method
algebraic Riccati equation
exact line search step
size control
MSC 65F30
MSC 15A24
ddc:510
Online Access:http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800775
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800775
http://www.qucosa.de/fileadmin/data/qucosa/documents/4156/data/b024.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/4156/data/b024.ps
http://www.qucosa.de/fileadmin/data/qucosa/documents/4156/19980077.txt

Internet

http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800775
http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800775
http://www.qucosa.de/fileadmin/data/qucosa/documents/4156/data/b024.pdf
http://www.qucosa.de/fileadmin/data/qucosa/documents/4156/data/b024.ps
http://www.qucosa.de/fileadmin/data/qucosa/documents/4156/19980077.txt

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