Solving Large-Scale Nonsymmetric Algebraic Riccati Equations by Doubling (Q2866228)

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Solving Large-Scale Nonsymmetric Algebraic Riccati Equations by Doubling
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    Solving Large-Scale Nonsymmetric Algebraic Riccati Equations by Doubling (English)
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    13 December 2013
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    doubling algorithm
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    M-matrix
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    nonsymmetric algebraic Riccati equation
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    numerically low-rank solution
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    convergence
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    Sherman-Morrison-Woodbury formula
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