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Erschienen in: Journal of Applied and Industrial Mathematics 4/2020

01.11.2020

On Integration of a Matrix Riccati Equation

verfasst von: M. V. Neshchadim, A. P. Chupakhin

Erschienen in: Journal of Applied and Industrial Mathematics | Ausgabe 4/2020

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Abstract

We execute the complete integration of the simplest matrix Riccati equation in the two- and three-dimensional cases for an arbitrary linear differential operator. The solution is constructed in terms of the Jordan form of an unknown matrix and the corresponding similarity matrix. We show that a similarity matrix is always representable as the product of two matrices one of which is an invariant of the differential operator.

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Metadaten
Titel
On Integration of a Matrix Riccati Equation
verfasst von
M. V. Neshchadim
A. P. Chupakhin
Publikationsdatum
01.11.2020
Verlag
Pleiades Publishing
Erschienen in
Journal of Applied and Industrial Mathematics / Ausgabe 4/2020
Print ISSN: 1990-4789
Elektronische ISSN: 1990-4797
DOI
https://doi.org/10.1134/S1990478920040110

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