On algebraic Riccati equations associated with regular singular \(M\)-matrices

DOI10.1016/j.laa.2015.11.024zbMath1329.15040OpenAlexW2214287022MaRDI QIDQ905708

Di Lu, Chun-Hua Guo

Publication date: 28 January 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2015.11.024

zbMATH Keywords

convergencealgebraic Riccati equationminimal nonnegative solutionsingular \(M\)-matrixdoubling algorithm

Mathematics Subject Classification ID

Related Items (5)

A new class of complex nonsymmetric algebraic Riccati equations with its ω-comparison matrix being an irreducible singular M-matrix ⋮ Numerical methods for an algebraic Riccati equation arising in transport theory in the critical case ⋮ Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution ⋮ Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations ⋮ Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations

Cites Work

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• Theorems on M-splittings of a singular M-Matrix which depend on graph structure
• On algebraic Riccati equations associated with \(M\)-matrices
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for M-Matrices
• Alternating-directional Doubling Algorithm for M-Matrix Algebraic Riccati Equations
• On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
• Convergence Analysis of the Doubling Algorithm for Several Nonlinear Matrix Equations in the Critical Case

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