Repository logo

Infoscience

  • English
  • French
Log In
Logo EPFL, École polytechnique fédérale de Lausanne

Infoscience

  • English
  • French
Log In
  1. Home
  2. Academic and Research Output
  3. Preprints and Working Papers
  4. MATHICSE Technical Report : Low-rank updates and divide-andconquer methods for quadratic matrix equations
 
working paper

MATHICSE Technical Report : Low-rank updates and divide-andconquer methods for quadratic matrix equations

Kressner, Daniel  
•
Kürschner, Patrick
•
Massei, Stefano  
March 12, 2019

In this work, we consider two types of large-scale quadratic matrix equations: Continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from stochastic processes on 2D lattices and vibrating systems. We propose a simple and fast way to update the solution to such matrix equations under low-rank modifications of the coefficients. Based on this procedure, we develop a divide-and-conquer method for quadratic matrix equations with coefficients that feature a specific type of hierarchical low-rank structure, which includes banded matrices. This generalizes earlier work on linear matrix equations. Numerical experiments indicate the advantages of our newly proposed method versus iterative schemes combined with hierarchical low-rank arithmetic.

  • Files
  • Details
  • Metrics
Type
working paper
DOI
10.5075/epfl-MATHICSE-265015
Author(s)
Kressner, Daniel  
Kürschner, Patrick
Massei, Stefano  
Corporate authors
MATHICSE-Group
Date Issued

2019-03-12

Publisher

MATHICSE

Note

MATHICSE Technical Report Nr. 07.2019

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
March 29, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/155805
Logo EPFL, École polytechnique fédérale de Lausanne
  • Contact
  • infoscience@epfl.ch

  • Follow us on Facebook
  • Follow us on Instagram
  • Follow us on LinkedIn
  • Follow us on X
  • Follow us on Youtube
AccessibilityLegal noticePrivacy policyCookie settingsEnd User AgreementGet helpFeedback

Infoscience is a service managed and provided by the Library and IT Services of EPFL. © EPFL, tous droits réservés