摘要
在过去的三十多年中 ,代数 Riccati方程的数值求解一直是数值代数界和控制论界关注的重要课题。作者简要评述几种用于求解代数 Riccati方程的有代表性的数值方法。
In the past three decades, one of the most important topics in numerical linear algebra is the solution of algebraic Riccati equations. In this paper, some numerical methods such as simple iteration, Newton method, invariant subspace method and matrix sign function method for the solution of the algebraic Riccati eqution are reviewed.
基金
国家自然科学基金课题!( 1 9871 0 4 3 )
