GPU acceleration of splitting schemes applied to differential matrix equations
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DOI: 10.1007/s11075-019-00687-w
Abstract: We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the field of optimal control. In order to approximate their solution, one… read more here.
Keywords: differential matrix; acceleration splitting; splitting schemes; schemes applied ... See more keywords