Related papers: A note on algebraic Riccati equations associated w…

This paper proposes a reduction technique for the generalised Riccati difference equation arising in optimal control and optimal filtering. This technique relies on a study on the generalised discrete algebraic Riccati equation. In…

In \emph{Guo et al, arXiv:2005.08288}, we propose a decoupled form of the structure-preserving doubling algorithm (dSDA). The method decouples the original two to four coupled recursions, enabling it to solve large-scale algebraic Riccati…

This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis…

Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems, were considered to be not easy to solve. The-state-of-art…

In this article, we study the combinatorics of congruence subgroups of the modular group. More precisely, we consider the notion of minimal monomial solutions. These are the solutions of a matrix equation (also appearing in the study of…

We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…

We consider a homogeneous system of linear equations of the form $A_\alpha^{\otimes N} {\bf x} = 0$ arising from the distinguishability of two quantum operations by $N$ uses in parallel, where the coefficient matrix $A_\alpha$ depends on a…

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…

The numerical solution of the algebraic Riccati equation is a challenging task especially for very large problem dimensions. In this paper we present a new algorithm that combines the very appealing computational features of projection…

We use reduction maps to study the minimal model program. Our main result is that the existence of a good minimal model for a klt pair $(X,\Delta)$ can be detected on the base of the $(K_{X}+\Delta)$-trivial reduction map. Thus we show that…

The structure of nilpotent symplectic algebras of maximal class has been studied in [8, 5]. In this paper, we study the dual subclass of algebras of minimal class. In particular, we show that symplectic alternating algebras of dimension up…

It is shown that the methods and algorithms, developed in (A. Capani et al., Computing minimal finite free resolutions, {\it Journal of Pure and Applied Algebra}, (117& 118)(1997), 105 -- 117; M. Kreuzer and L. Robbiano, {\it Computational…

Minimax solutions are weak solutions to Cauchy problems involving Hamilton--Jacobi equations, constructed from generating families quadratic at infinity of their geometric solutions. We give a complete description of minimax solutions and…

For an $n \times n$ matrix $M$ with entries in $\mathbb{Z}_2$ denote by $R(M)$ the minimal rank of all the matrices obtained by changing some numbers on the main diagonal of $M$. We prove that for each non-negative integer $k$ there is a…

Theoretical and computational properties of a vector equation $Ax-\|x\|_1x=b$ are investigated, where $A$ is an invertible $M$-matrix and $b$ is a nonnegative vector. Existence and uniqueness of a nonnegative solution is proved. Fixed-point…

This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

In this paper, we first propose a new parameterized definition of comparison matrix of a given complex matrix, which generalizes the definition proposed by \cite {Axe1}. Based on this, we propose a new class of complex nonsymmetric…

The nonnegative rank of a nonnegative matrix is the minimum number of nonnegative rank-one factors needed to reconstruct it exactly. The problem of determining this rank and computing the corresponding nonnegative factors is difficult;…

We present a quantum algorithm for solving algebraic Riccati equations, with applications to quantum-chemical random-phase approximation (RPA) and higher-order RPA theories. Our method block-encodes stabilizing Riccati solutions via Riesz…