A modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equation

DOI10.13548/J.SXZZ.2019.06.002MaRDI QIDQ3307897zbMATH OpenFDO

Authors Jinrui Guan, Fang Zhou, A. Zubair

Publication date 12 August 2020

Full work available at URL https://doi.org/10.13548/J.SXZZ.2019.06.002

zbMATH Keywords

algebraic Riccati equationsALI iteration methodM-matrixminimal nonnegative solution

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

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• A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations
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• A generalized ALI iteration method for nonsymmetric algebraic Riccati equations

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