Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory

DOI10.1016/J.AMC.2012.06.066zbMath1302.65110OpenAlexW2042516044MaRDI QIDQ2445224

Peter Chang-Yi Weng, Hung-Yuan Fan, Eric King-Wah Chu

Publication date: 14 April 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.06.066

zbMATH Keywords

M-matrixKrylov subspacenonsymmetric algebraic Riccati equationdoubling algorithm

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Related Items (8)

Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling ⋮ Large-scale discrete-time algebraic Riccati equations -- doubling algorithm and error analysis ⋮ Convergence Rates of a Class of Predictor-Corrector Iterations for the Nonsymmetric Algebraic Riccati Equation Arising in Transport Theory ⋮ Decoupled low-rank iterative methods for a large-scale system of nonlinear matrix equations arising from electron transport of nano materials ⋮ Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control ⋮ Large-scale algebraic Riccati equations with high-rank constant terms ⋮ Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control ⋮ On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure

Uses Software

• Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equation
• An algorithm for the computation of the structured complex stability radius
• Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model
• A new class of nonsymmetric algebraic Riccati equations
• Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory
• An inverse spectral problem for rational matrix functions and minimal divisibility
• The autonomous linear quadratic control problem. Theory and numerical solution
• Total linear least squares and the algebraic Riccati equation
• Block Krylov subspace methods for large algebraic Riccati equations
• Existence of algebraic matrix Riccati equations arising in transport theory
• Entrywise relative perturbation theory for nonsingular \(M\)-matrices and applications
• An Arnoldi based algorithm for large algebraic Riccati equations
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• Low rank approximate solutions to large Sylvester matrix equations
• Canonical forms for symmetric/skew-symmetric real matrix pairs under strict equivalence and congruence
• Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for M-Matrices
• Solution of a nonsymmetric algebraic Riccati equation from a one-dimensional multistate transport model
• A modified Newton method for solving non-symmetric algebraic Riccati equations arising in transport theory
• Newton iterations for a non‐symmetric algebraic Riccati equation
• A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
• Fast Iterative Schemes for Nonsymmetric Algebraic Riccati Equations Arising from Transport Theory
• Explicit Solutions for a Riccati Equation from Transport Theory
• LQG control with an H/sup infinity / performance bound: a Riccati equation approach
• Krylov Subspace Methods for Solving Large Lyapunov Equations
• Analysis and modificaton of Newton’s method for algebraic Riccati equations
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
• Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations

This page was built for publication: Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory