Spelling suggestions: "subject:"nichtlineare algebraic ungleichung"" "subject:"nichtlineare algebraic abgleichung""
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On the solution of the radical matrix equation $X=Q+LX^{-1}L^T$Benner, Peter, Faßbender, Heike 26 November 2007 (has links) (PDF)
We study numerical methods for finding the maximal
symmetric positive definite solution of the nonlinear matrix equation
$X = Q + LX^{-1}L^T$, where Q is symmetric positive definite and L is
nonsingular. Such equations arise for instance in the analysis of
stationary Gaussian reciprocal processes over a finite interval.
Its unique largest positive definite solution coincides with the unique
positive definite solution of a related discrete-time algebraic
Riccati equation (DARE). We discuss how to use the butterfly
SZ algorithm to solve the DARE. This approach is compared to
several fixed point type iterative methods suggested in the
literature.
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Computational identification of multiple steady states in a multidimensional parameter space /Gehrke, Volker. January 2009 (has links)
Zugl.: Aachen, Techn. University, Diss., 2009.
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On the solution of the radical matrix equation $X=Q+LX^{-1}L^T$Benner, Peter, Faßbender, Heike 26 November 2007 (has links)
We study numerical methods for finding the maximal
symmetric positive definite solution of the nonlinear matrix equation
$X = Q + LX^{-1}L^T$, where Q is symmetric positive definite and L is
nonsingular. Such equations arise for instance in the analysis of
stationary Gaussian reciprocal processes over a finite interval.
Its unique largest positive definite solution coincides with the unique
positive definite solution of a related discrete-time algebraic
Riccati equation (DARE). We discuss how to use the butterfly
SZ algorithm to solve the DARE. This approach is compared to
several fixed point type iterative methods suggested in the
literature.
|
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