The paper introduces an LDL^T-based generalized low-rank ADI algorithm that solves general-form continuous-time algebraic Riccati equations of order up to 10^7 by computing low-rank factors efficiently.
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$LDL^\top$ Factorization-based Generalized Low-rank ADI Algorithm for Solving Large-scale Algebraic Riccati Equations
The paper introduces an LDL^T-based generalized low-rank ADI algorithm that solves general-form continuous-time algebraic Riccati equations of order up to 10^7 by computing low-rank factors efficiently.