![[Back]](/images/prevpage.gif)
![[Index]](/images/index.gif)
![[Help]](/images/help.gif)
![[MSI]](/images/msi.gif)
![[ANU Online]](/images/online.gif)
Mathematics Research Report MRR95-057
A Generalized Square Root Iteration To Solve The Generalized Algebraic Riccati Equations
Linzhang Lu and M.R. Osborne
Abstract:
A matrix square root algorithm [12] to solve the standard
algebraic Riccati equations is extended to iteration for solving
the generalized algebraic Riccati equations. Numerical results
show this iteration is a little more efficient than the generalized
sign function iteration [5].
This service is maintained by the
Mathematical Sciences Institute (MSI)
Comments to
webmaster@maths.anu.edu.au
URL: http://wwwmaths.anu.edu.au/