Low-rank updates and divide-and-conquer methods for quadratic matrix equations
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DOI: 10.1007/s11075-019-00776-w
Abstract: In this work, we consider two types of large-scale quadratic matrix equations: continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from stochastic… read more here.
Keywords: low rank; quadratic matrix; divide conquer; matrix equations ... See more keywords