Related papers: A general alternating-direction implicit Newton me…
We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence properties. Additionally, some numerical results have…
This paper presents an effective low-rank generalized alternating direction implicit iteration (R-GADI) method for solving large-scale sparse and stable Lyapunov matrix equations and continuous-time algebraic Riccati matrix equations. The…
We derive the alternating-directions implicit (ADI) method based on a commuting operator split and apply the results in detail to the continuous time algebraic Lyapunov equation with low-rank constant term and approximate solution, giving…
In this article, we introduce a three-precision formulation of the General Alternating-Direction Implicit method (GADI) designed to accelerate the solution of large-scale sparse linear systems $Ax=b$. GADI is a framework that can represent…
The alternating direction implicit (ADI) methods are computationally efficient and numerically effective tools for computing low-rank solutions of large-scale linear matrix equations. It is known in the literature that the low-rank ADI…
In this paper, we propose an RADI-type method for large-scale stochastic continuous-time algebraic Riccati equations with sparse and low-rank matrices. This new variant of RADI-type methods is developed by integrating the core concept of…
The low-rank alternating direction implicit (ADI) method is an efficient and effective solver for large-scale standard continuous-time algebraic Riccati equations that admit low-rank solutions. However, the existing low-rank ADI algorithm…
A new version of the alternating directions implicit (ADI) iteration for the solution of large-scale Lyapunov equations is introduced. It generalizes the hitherto existing iteration, by incorporating tangential directions in the way they…
Alternating Directions Implicit (ADI) integration is an operator splitting approach to solve parabolic and elliptic partial differential equations in multiple dimensions based on solving sequentially a set of related one-dimensional…
This paper proposes an efficient general alternating-direction implicit (GADI) framework for solving large sparse linear systems. The convergence property of the GADI framework is discussed. Most of the existing ADI methods can be viewed as…
Continuous-time algebraic Lyapunov equations have become an essential tool in various applications. In the case of large-scale sparse coefficient matrices and indefinite constant terms, indefinite low-rank factorizations have successfully…
Two approaches for approximating the solution of large-scale Lyapunov equations are considered: the alternating direction implicit (ADI) iteration and projective methods by Krylov subspaces. A link between them is presented by showing that…
Continuous-time algebraic Riccati equations can be found in many disciplines in different forms. In the case of small-scale dense coefficient matrices, stabilizing solutions can be computed to all possible formulations of the Riccati…
In this paper, we present a Newton-like method based on model reduction techniques, which can be used in implicit numerical methods for approximating the solution to ordinary differential equations. In each iteration, the Newton-like method…
This paper introduces a new algorithm for solving large-scale continuous-time algebraic Riccati equations (CARE). The advantage of the new algorithm is in its immediate and efficient low-rank formulation, which is a generalization of the…
This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical…
This paper considers large-scale nonsymmetric continuous-time algebraic Riccati equations (NAREs) that admit low-rank solutions. Low-rank alternating direction implicit (ADI) methods have proven to be an efficient approach for solving…
In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…
This paper extends the algorithm of Benner, Heinkenschloss, Saak, and Weichelt: An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations, Applied Numerical Mathematics Vol.~108 (2016), pp.~125--142,…
This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…