Published February 11, 2020 | Version 1.0
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Collected MATLAB solvers for large-scale AREs

  • 1. Max Planck Institute for Dynamics of Complex Technical Systems
  • 2. KU Leuven
  • 3. University of Zagreb

Description

 In the accompanying paper, we discuss numerical methods for solving large-scale continuous-time algebraic Riccati equations. These methods have been the focus of intensive research in recent years, and significant progress has been made in both the theoretical understanding and efficient implementation of various competing algorithms. This code package provides efficient and comparable implementations of the available Riccati solver for large-scale equations and thoroughly compares them on a set of benchmark examples.

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Additional details

Related works

Is continued by
Software: 10.5281/zenodo.3368844 (DOI)
Is supplement to
Preprint: arXiv:1811.00850 (arXiv)