Geodesic
An algorithm for solving the matrix difference Riccati equation
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 39 (1999) no. 2, pp. 187-194 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{ZVMMF_1999_39_2_a3,
     author = {J. V. Elyseeva},
     title = {An algorithm for solving the matrix difference {Riccati} equation},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {187--194},
     year = {1999},
     volume = {39},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1999_39_2_a3/}
}
TY  - JOUR
AU  - J. V. Elyseeva
TI  - An algorithm for solving the matrix difference Riccati equation
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 1999
SP  - 187
EP  - 194
VL  - 39
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_1999_39_2_a3/
LA  - ru
ID  - ZVMMF_1999_39_2_a3
ER  - 
%0 Journal Article
%A J. V. Elyseeva
%T An algorithm for solving the matrix difference Riccati equation
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1999
%P 187-194
%V 39
%N 2
%U http://geodesic.mathdoc.fr/item/ZVMMF_1999_39_2_a3/
%G ru
%F ZVMMF_1999_39_2_a3
J. V. Elyseeva. An algorithm for solving the matrix difference Riccati equation. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 39 (1999) no. 2, pp. 187-194. http://geodesic.mathdoc.fr/item/ZVMMF_1999_39_2_a3/

[1] Marchuk G. I., Chislennye metody rascheta yadernykh reaktorov, Atomizdat, M., 1958 | Zbl

[2] Erbe Lynn H., Yan Pengxiang, “Disconjugacy for linear Hamiltonian difference systems”, J. Math. Analys. and Applic., 167:2 (1992), 355–367 | DOI | MR | Zbl

[3] Erbe Lynn H., Yan Pengxiang, “On the discrete Riccati equation and its application to discrete Hamiltonian systems”, Rocky Mount. J. Math., 25:1 (1995), 167–178 | DOI | MR | Zbl

[4] Gelfand I. M., Lokutsievskii O. V., “Metod progonki dlya resheniya raznostnykh uravnenii”: Godunov S. K., Ryabenkii B. C., Vvedenie v teoriyu raznostnykh skhem, Fizmatgiz, M., 1962

[5] Rusanov V. V., “Ob ustoichivosti metoda matrichnoi progonki”, Vychisl. matem., Vyp. 6, Izd-vo AN SSSR, M., 1960, 74–83 | MR

[6] Godunov S. K., “Metod ortogonalnoi progonki dlya resheniya sistem raznostnykh uravnenii”, Zh. vychisl. matem. i matem. fiz., 2:6 (1962), 272–282

[7] Samarskii A. A., Gulin A. V., Chislennye metody, Nauka, M., 1989 | MR

[8] Voevodin V. V., Kuznetsov Yu. A., Matritsy i vychisleniya, Nauka, M., 1984 | MR | Zbl

[9] Reid W. T., Riccati differential equations, Acad. Press, New-York, 1972 | MR

[10] Eliseeva Yu. V., “Ob odnom algoritme resheniya simplekticheskogo matrichnogo uravneniya Rikkati”, Vestn. MGU. Ser. 15. Vychisl. matem. i kibernetika, 1990, no. 2, 14–19 | MR

[11] Eliseeva Yu. V., Matematicheskaya model akusticheskikh kolebanii zhidkosti s uchetom uprugogo osnovaniya, Avtoref. dis. $\dots$ kand. fiz.-matem. nauk, MGU, M., 1990