SA223, Science Building I, NYCU
(交通大學科學一館 223室)
Recent Development on the Numerical Solution of Large-scale Algebraic Riccati Equations
Eric King-Wah Chu (Monash University)
Abstract:
I shall talk about the state-of-the-art methods of Kleinman-Newton method, structure-preserving doubling algorithm and the Krylov subspace methods. Some recent development will be presented and discussed, especially the new and efficient doubling algorithm and the inheritance properties of the Krylov subspace methods. Selected numerical results will be presented.