TY - JOUR
T1 - A Precise Integration Algorithm for Matrix Riccati Differential Equations
AU - Zhong, Wanxie
AU - Zhu, Jianping
N1 - Zhong, W. and Zhu, J. (2001). A Precise Integration Algorithm for Matrix Riccati Differential Equations. in Lecture Notes in Computer Science, LNCS 2073, 947 - 956, Springer-Verlag, Berlin.
PY - 2001/1/1
Y1 - 2001/1/1
N2 - An efficient precise integration method for solving the matrix Riccati differential equation is described in this paper. The method is based on repeated combination of extremely small time intervals, which leads to solutions with an accuracy within the machine precision.
AB - An efficient precise integration method for solving the matrix Riccati differential equation is described in this paper. The method is based on repeated combination of extremely small time intervals, which leads to solutions with an accuracy within the machine precision.
UR - https://engagedscholarship.csuohio.edu/scimath_facpub/63
UR - http://www.springerlink.com/content/gqfl4tmhc1fj8cwp/
U2 - 10.1007/3-540-45545-0_107
DO - 10.1007/3-540-45545-0_107
M3 - Article
VL - 2073
JO - Lecture Notes in Computer Science
JF - Lecture Notes in Computer Science
ER -