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• W4319319032 abstract "Improved Newton solvers, with or without line search, for both continuous- and discrete-time algebraic Riccati equations (AREs) are discussed. The basic theory and conceptual algorithm are briefly presented. Algorithmic details, computational steps, and convergence tests are described. The main results of an extensive performance investigation of the Newton solvers are summarized and compared with those obtained with the widelyused MATLAB solvers, care and dare. Randomly generated systems with orders till 2000, as well as the systems from the large COMPle ib collection of examples, are considered. Significantly improved accuracy, in terms of normalized and relative residuals, and sometimes greater efficiency than for care/dare have been obtained. The results strongly recommend the use of Newton solvers, especially for improving the solutions computed by other solvers." @default.
• W4319319032 created "2023-02-08" @default.
• W4319319032 creator A5005753123 @default.
• W4319319032 date "2018-09-16" @default.
• W4319319032 modified "2023-10-18" @default.
• W4319319032 title "Numerical solution of algebraic Riccati equations by Newton's method" @default.
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• W4319319032 doi "https://doi.org/10.56958/jesi.2018.3.3.265" @default.
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