Iterative Solution of a Nonsymmetric Algebraic Riccati Equation

DOI10.1137/050647669zbMath1146.65035DBLPjournals/siammax/GuoH07OpenAlexW1983184346WikidataQ56998752 ScholiaQ56998752MaRDI QIDQ5460545

Chun-Hua Guo, Nicholas J. Higham

Publication date: 29 April 2008

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/760/1/guhi07.pdf

zbMATH Keywords

Newton's methodperturbation analysisM-matrixshiftsminimal nonnegative solutionnonsymmetric algebraic Riccati equationLatouche-Ramaswami algorithm

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Positive matrices and their generalizations; cones of matrices (15B48)

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