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Benner, P. [Author]; Byers, R. [Author]

Newtons method with exact line search for solving the algebraic Riccati equation

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  • Media type: Preprint
  • Title: Newtons method with exact line search for solving the algebraic Riccati equation
  • Contributor: Benner, P. [Author]; Byers, R. [Author]
  • imprint: Chemnitz: Technische Universität Chemnitz, [1998]
  • Language: English
  • Keywords: algebraic Riccati equation ; MSC 65F30 ; size control ; exact line search step ; MSC 15A24 ; Newton method
  • Origination:
  • Footnote:
  • Description: This paper studies Newton's method for solving the algebraic Riccati equation combined with an exact line search. Based on these considerations we present a Newton{like method for solving algebraic Riccati equations. This method can improve the sometimes erratic convergence behavior of Newton's method.