A Low-rank ADI Algorithm for the Numerical Solution of Large Discrete-time Non-symmetric Algebraic Riccati Equations

arXiv:2609.21282 · math.NA, cs.NA, cs.SY, eess.SY · Submitted 2026-09-18 · Read on arXiv

math.NA, cs.NA, cs.SY, eess.SY

Submitted: 2026-09-18

Updated: 2026-09-18

Terminology

• Accuracy — 1× in this paper · explained in 1 episode
• Core — 1× in this paper · explained in 2 episodes
• H2-norm — 1× in this paper · explained in 2 episodes
• Nash Equilibrium — 1× in this paper · explained in 2 episodes

Sources

• A New Low-Rank Cholesky-Factor ADI Algorithm Allowing Shifts Anywhere in the Complex Plane with Applications to Data-Driven Model Reduction
• $LDL^\top$ Factorization-based Generalized Low-rank ADI Algorithm for Solving Large-scale Algebraic Riccati Equations
• A Low-rank ADI Algorithm for Solving Large-scale Non-symmetric Algebraic Riccati Equations

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