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- W2023712524 abstract "Because of its suitability for parallel computation, the matrix sign function is a popular algorithm for solving the algebraic Riccati equation (ARE). The algorithm can be numerically unstable, however, even when combined with iterative refinement. This paper presents an enhanced algorithm which is shown to be backward stable under most circumstances.The method uses a combination of iterative refinement, scaling, and shifting, together with carefully chosen stopping criteria. An error analysis supports the algorithm modifications. Computational examples demonstrate the effectiveness of these techniques." @default.
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- W2023712524 date "1997-09-01" @default.
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- W2023712524 title "A Stabilized Matrix Sign Function Algorithm for Solving Algebraic Riccati Equations" @default.
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- W2023712524 doi "https://doi.org/10.1137/s1064827593259078" @default.
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