Solution of Quadratic Matrix Equation
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Hello!
I want to solve a Quadratic Matrix Equation of the form -
Solve for z: z' A z + B' z + D = 0
I did see a similar question here and David Goodmanson has an excellent answer for the z' C z + z + D = 0. However, I don't understand how he came up with the closed form solution or how to generalize it for my case. Any help would be greatly appreciated.
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Benjamin Thompson
il 24 Feb 2022
icare and idare are used to numerically solve the continuous or discrete forms of the Riccati equation.
Benjamin Thompson
il 25 Feb 2022
You could look at this work on File Exchange:
Then you run it 6 times for each of the 6 6x6 matrices in the 6x6x6 A matrix. If you have specific values to post for your problem in a MAT file, please do so.
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Benjamin Thompson
il 25 Feb 2022
Ok, I don't understand his problem requirements either but hopefully this helps him out.
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