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• W2016075148 abstract "In previous papers, a class of hierarchical matrices (ℋ-matrices) is introduced which are data-sparse and allow an approximate matrix arithmetic of almost optimal complexity. Here, we investigate a new approach to exploit the ℋ-matrix structure for the solution of large scale Lyapunov and Riccati equations as they typically arise for optimal control problems where the constraint is a partial differential equation of elliptic type. This approach leads to an algorithm of linear-logarithmic complexity in the size of the matrices." @default.
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• W2016075148 date "2003-04-01" @default.
• W2016075148 modified "2023-10-17" @default.
• W2016075148 title "Solution of Large Scale Algebraic Matrix Riccati Equations by Use of Hierarchical Matrices" @default.
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• W2016075148 doi "https://doi.org/10.1007/s00607-002-1470-0" @default.
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