Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices

Authors:
Jonq Juang;Wen-Wei Lin
Affiliations:
-;-
Venue:
SIAM Journal on Matrix Analysis and Applications
Year:
1999

Citing 0
Cited 7

A class of iterative methods for solving nonsymmetric algebraic Riccati equations arising in transport theory

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On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations

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Alternating-directional Doubling Algorithm for $M$-Matrix Algebraic Riccati Equations

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Monotone convergence of Newton-like methods for M-matrix algebraic Riccati equations

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

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Abstract

We consider a nonsymmetric algebraic matrix Riccati equation arising from transport theory. The nonnegative solutions of the equation can be explicitly constructed via the inversion formula of a Cauchy matrix. An error analysis and numerical results are given. We also show a comparison theorem of the nonnegative solutions.