Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory (Q2948084): Difference between revisions

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English	Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory	scientific article

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scholarly article

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title

Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory (English)

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Numerical Linear Algebra with Applications

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publication date

29 September 2015

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zbMATH Keywords

nonsymmetric algebraic Riccati matrix equation

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iterative scheme

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minimal positive solution

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convergence analysis

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numerical examples

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describes a project that uses

Matlab

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/nla.1932

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cites work

Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices

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Existence of algebraic matrix Riccati equations arising in transport theory

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Solution Form and Simple Iteration of a Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory

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Low Rank Solution of Lyapunov Equations

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A fast algorithm for the inversion of general Toeplitz matrices

0 references

A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations

0 references

Matrix Iterative Analysis

0 references

Optimum Alternating-Direction-Implicit Iteration Parameters for a Model Problem

0 references

On Hermitian and Skew-Hermitian Splitting Ietration Methods for the Continuous Sylvester Equations

0 references

Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems

0 references

Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]

0 references

On the ADI method for Sylvester equations

0 references

Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations

0 references

A Superfast Algorithm for Toeplitz Systems of Linear Equations

0 references

Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure

0 references

Fast solution of a certain Riccati equation through Cauchy-like matrices

0 references

On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations

0 references

Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for <i>M</i>-Matrices

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A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation

0 references

Iterative solution for a certain class of algebraic matrix riccati equations arising in transport theory

0 references

Convergence of an iterative technique for algebraic Matrix Riccati equations and applications to transport theory

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GLOBAL EXISTENCE, ASYMPTOTICS AND UNIQUENESS FOR THE REFLECTION KERNEL OF THE ANGULARLY SHIFTED TRANSPORT EQUATION

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On iterative methods for the quadratic matrix equation with \(M\)-matrix

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Convergence of the Cyclic Reduction Algorithm for a Class of Weakly Overdamped Quadratics

0 references

Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations

0 references

On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations

0 references

A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation

0 references

On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation

0 references

Newton iterations for a non‐symmetric algebraic Riccati equation

0 references

On the Iterative Solution of a Class of Nonsymmetric Algebraic Riccati Equations

0 references

A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory

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Fast Iterative Schemes for Nonsymmetric Algebraic Riccati Equations Arising from Transport Theory

0 references

Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory

0 references

Two-step relaxation Newton method for nonsymmetric algebraic Riccati equations arising from transport theory

0 references

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

0 references

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

0 references

Explicit Solutions for a Riccati Equation from Transport Theory

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Q3943082

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Q5340130

0 references

Identifiers

zbMATH Open document ID

1340.65074

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DOI

10.1002/nla.1932

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
+Normal rank
@@ Property / cites work @@
+Existence of algebraic matrix Riccati equations arising in transport theory
+Normal rank
@@ Property / cites work @@
+Solution Form and Simple Iteration of a Nonsymmetric Algebraic Riccati Equation  Arising in Transport Theory
+Normal rank
@@ Property / cites work @@
+Low Rank Solution of Lyapunov Equations
@@ Property / cites work: Low Rank Solution of Lyapunov Equations / rank @@
+Normal rank
@@ Property / cites work @@
+A fast algorithm for the inversion of general Toeplitz matrices
+Normal rank
@@ Property / cites work @@
+A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
+Normal rank
@@ Property / cites work @@
+Matrix Iterative Analysis
@@ Property / cites work: Matrix Iterative Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum Alternating-Direction-Implicit Iteration Parameters for a Model Problem
+Normal rank
@@ Property / cites work @@
+On Hermitian and Skew-Hermitian Splitting Ietration Methods for the Continuous Sylvester Equations
+Normal rank
@@ Property / cites work @@
+Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems
+Normal rank
@@ Property / cites work @@
+Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
+Normal rank
@@ Property / cites work @@
+On the ADI method for Sylvester equations
@@ Property / cites work: On the ADI method for Sylvester equations / rank @@
+Normal rank
@@ Property / cites work @@
+Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations
+Normal rank
@@ Property / cites work @@
+A Superfast Algorithm for Toeplitz Systems of Linear Equations
+Normal rank
@@ Property / cites work @@
+Fast Gaussian Elimination with Partial Pivoting for Matrices with Displacement Structure
+Normal rank
@@ Property / cites work @@
+Fast solution of a certain Riccati equation through Cauchy-like matrices
+Normal rank
@@ Property / cites work @@
+On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for <i>M</i>-Matrices
+Normal rank
@@ Property / cites work @@
+A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+Iterative solution for a certain class of algebraic matrix riccati equations arising in transport theory
+Normal rank
@@ Property / cites work @@
+Convergence of an iterative technique for algebraic Matrix Riccati equations and applications to transport theory
+Normal rank
@@ Property / cites work @@
+GLOBAL EXISTENCE, ASYMPTOTICS AND UNIQUENESS FOR THE REFLECTION KERNEL OF THE ANGULARLY SHIFTED TRANSPORT EQUATION
+Normal rank
@@ Property / cites work @@
+On iterative methods for the quadratic matrix equation with \(M\)-matrix
+Normal rank
@@ Property / cites work @@
+Convergence of the Cyclic Reduction Algorithm for a Class of Weakly Overdamped Quadratics
+Normal rank
@@ Property / cites work @@
+Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+On the parameter selection problem in the Newton-ADI iteration for large-scale Riccati equations
+Normal rank
@@ Property / cites work @@
+A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
+Normal rank
@@ Property / cites work @@
+On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
+Normal rank
@@ Property / cites work @@
+Newton iterations for a non‐symmetric algebraic Riccati equation
+Normal rank
@@ Property / cites work @@
+On the Iterative Solution of a Class of Nonsymmetric Algebraic Riccati Equations
+Normal rank
@@ Property / cites work @@
+A modified simple iterative method for nonsymmetric algebraic Riccati equations arising in transport theory
+Normal rank
@@ Property / cites work @@
+Fast Iterative Schemes for Nonsymmetric Algebraic Riccati Equations Arising from Transport Theory
+Normal rank
@@ Property / cites work @@
+Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory
+Normal rank
@@ Property / cites work @@
+Two-step relaxation Newton method for nonsymmetric algebraic Riccati equations arising from transport theory
+Normal rank
@@ Property / cites work @@
+A class of iterative methods for solving nonsymmetric algebraic Riccati equations arising in transport theory
+Normal rank
@@ Property / cites work @@
+On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations
+Normal rank
@@ Property / cites work @@
+Explicit Solutions for a Riccati Equation from Transport Theory
+Normal rank
@@ Property / cites work @@
+Q3943082
@@ Property / cites work: Q3943082 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5340130
@@ Property / cites work: Q5340130 / rank @@
+Normal rank