Preprint No. MPIMD/13-06
Author(s): Peter Benner, Tatjana Stykel
Email: benner@mpi-magdeburg.mpg.de
Date: 2013-05-24
Abstract:
We consider the numerical solution of projected algebraic Riccati equations
using Newton\'s method. Such equations arise, for instance, in model reduction of
descriptor systems based on positive real and bounded real balanced
truncation. We also discuss the computation of low-rank Cholesky factors
of the solutions of projected Riccati equations. Numerical
examples are given that demonstrate the properties of the proposed algorithms.
BibTeX:
@TECHREPORT{MPIMD13-06,
author = {Peter Benner and Tatjana Stykel},
title = {Numerical Solution of Projected Algebraic Riccati Equations},
number = {MPIMD/13-06},
month = may,
year = 2013,
institution = {Max Planck Institute Magdeburg},
type = {Preprint},
note = {Available from \url{http://www.mpi-magdeburg.mpg.de/preprints/}},
}