Constructing Riccati differential equations with known analytic solutions for numerical experiments

Chiu Choi, Alan J. Laub

IEEE Transactions on Automatic Control · 1990 · 15 citations · 1 references

Concepts

Abstract

Three examples of symmetric and nonsymmetric Riccati differential equations (RDEs) whose analytic solutions are known and whose sizes are variable and can be large are presented. The eigenvalues and eigenvectors of the Riccati solutions in some of the examples are also given. The numerical examples have proved to be useful for testing the accuracy and efficiency of algorithms for solving large-scale RDEs.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

References

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