A modified structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equations from transport theory

Authors:
Pei-Chang Guo;Xiao-Xia Guo
Affiliations:
-;-
Venue:
Journal of Computational and Applied Mathematics
Year:
2014

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Cited 0

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Abstract

We consider the nonsymmetric algebraic Riccati equation arising in transport theory, where the nxn coefficient matrices A,B,C and E involved in the equation are rank structured. After a balancing strategy the matrix X@?^T is the minimal positive solution of the dual algebraic Riccati equation, we can simplify the structure-preserving doubling algorithm (SDA) to this special equation and give a modified SDA, which has less computational cost at each iteration step. Also, we use numerical experiments to show the effectiveness of our new methods.