Alternating-directional Doubling Algorithm for <i>M</i>-Matrix Algebraic Riccati Equations (Q2903117)

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Alternating-directional Doubling Algorithm for <i>M</i>-Matrix Algebraic Riccati Equations
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    Alternating-directional Doubling Algorithm for <i>M</i>-Matrix Algebraic Riccati Equations (English)
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    23 August 2012
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    matrix Riccati equation
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    \(M\)-matrix
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    minimal nonnegative solution
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    doubling algorithm
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    bilinear transformation
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    Cayley transforms
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    convergence
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    numerical examples
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