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對一類之奇異黎卡迪方程的保結構計算方法
Thesis

對一類之奇異黎卡迪方程的保結構計算方法

楊詩元
Masters, National Tsing Hua University
2007

Abstract

保結構方法二次方法奇異代數黎卡迪方程 structure-preserving algorithmsdoubling algorithmssingulardiscrete-time algebraic Riccati equation
First of all, we summarize the square-root algorithm (SQR) for singular discretetimeRiccati difference equation (DRDE). And we will discuss the structure-preservingdoubling algorithms (SDAs) for the symmetric positive semidefinite solution tosingular version of the discrete-time algebraic Riccati equation (DARE). Recently,doubling algorithms have been revived for DARE because of their nice numericalbehavior, and we will compare the numerical behavior of SDA algorithm with SQRin some examples.

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