Cholesky factorisation, and intrinsically sparse linear quadratic regulation
Optimization and Control
2026-02-04 v1 Systems and Control
Systems and Control
Abstract
We classify a family of matrices of shift operators that can be factorised in a computationally tractable manner with the Cholesky algorithm. Such matrices arise in the linear quadratic regulator problem, and related areas. We use the factorisation to uncover intrinsic sparsity properties in the control laws for transportation problems with an underlying tree structure. This reveals that the optimal control can be applied in a distributed manner that is obscured by standard solution methods.
Cite
@article{arxiv.2602.03460,
title = {Cholesky factorisation, and intrinsically sparse linear quadratic regulation},
author = {Julia Adlercreutz and Richard Pates},
journal= {arXiv preprint arXiv:2602.03460},
year = {2026}
}
Comments
15 pages, 7 figures, under review