A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory (Q261852)
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scientific article; zbMATH DE number 6560377
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| English | A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory |
scientific article; zbMATH DE number 6560377 |
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A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory (English)
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24 March 2016
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In a previous work, a structure-preserving transformation was proposed and a structure preserving doubling algorithm was developed for approximating quadratically the minimal negative solution of the nonsymmetric algebraic Riccati equation (NARE). In the present paper, the author utilizes the special structure of the coefficient matrices of NARE and improves the large-scale structure-preserving doubling algorithm.
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large-scale nonsymmetric algebraic Riccati equation
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large-scale structure preserving doubling algorithm
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balancing strategy
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appropriate initial matrices
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transport theory
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structure-preserving transformation
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minimal negative solution
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0.8803510069847107
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0.8762735724449158
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0.8629491925239563
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0.8467806577682495
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0.8412647843360901
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