


Abstract
L. Grasedyck, Thu, 11.3011.55

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Using Hmatrices for the autonomous LQ control problem
L. Grasedyck (Uni Kiel)
Hmatrices are datasparse and allow an approximate matrix arithmetic
of nearly optimal complexity. We present a new approach to apply
Hmatrices for the solution of large scale Lyapunov and algebraic Riccati
equations (AX + XA'  XFX + G = 0) as they typically arise in LQ control
problems. This approach leads to an algorithm of nearly optimal complexity.
The matrix F is assumed to be of low rank (low dimensional control) while
the matrix G can be of arbitrary Hmatrix structure.




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