A new two‐phase structure‐preserving doubling algorithm for critically singular M‐matrix algebraic Riccati equations

DOI10.1002/nla.2025zbMath1374.65068OpenAlexW1898918770MaRDI QIDQ5739762

Wei-Qiang Huang, Ren-Cang Li, Wen-Wei Lin, Tsung-Ming Huang

Publication date: 19 July 2016

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2025

zbMATH Keywords

convergencecritical casenumerical experimentsminimal nonnegative solution\(M\)-matrix algebraic Riccati equationtwo-phase structure-preserving doubling algorithm

Mathematics Subject Classification ID

Related Items (4)

A structure-preserving doubling algorithm for solving a class of quadratic matrix equation with \(M\)-matrix ⋮ Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations ⋮ Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations ⋮ The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case

Uses Software

• Maple
• Matlab

Cites Work

• Transforming algebraic Riccati equations into unilateral quadratic matrix equations
• A new class of nonsymmetric algebraic Riccati equations
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Existence of algebraic matrix Riccati equations arising in transport theory
• Accurate solutions of \(M\)-matrix algebraic Riccati equations
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• On the Iterative Solution of a Class of Nonsymmetric Algebraic Riccati Equations
• 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
• Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices
• Computing the invariant law of a fluid model
• Maximum Principles for Forward-Backward Stochastic Control Systems with Correlated State and Observation Noises
• Iterative Solution of a Nonsymmetric Algebraic Riccati Equation

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