The numerical solution of Stein (aka discrete Lyapunov) equations is the primary step in Newton's method for the solution of discrete-time algebraic Riccati equations (DARE). Here we present a low-rank Smith method as well as a low-rank alternating-direction-implicit-iteration to compute low-rank approximations to solutions of Stein equations arising in this context. Numerical results are given to verify the efficiency and accuracy of the proposed algorithms.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-201000182 |
| Date | 04 March 2010 |
| Creators | Benner, Peter, Faßbender, Heike |
| Contributors | TU Chemnitz, Fakultät für Mathematik |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:preprint |
| Format | application/pdf, text/plain, application/zip |
| Rights | Dokument ist für Print on Demand freigegeben |
| Relation | dcterms:isPartOf:Chemnitz Scientific Computing Preprints ; 09-11 |
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