Alternating-directional Doubling Algorithm for <i>M</i>-Matrix Algebraic Riccati Equations (Q2903117)
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English | Alternating-directional Doubling Algorithm for <i>M</i>-Matrix Algebraic Riccati Equations |
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Alternating-directional Doubling Algorithm for <i>M</i>-Matrix Algebraic Riccati Equations (English)
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23 August 2012
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matrix Riccati equation
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\(M\)-matrix
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minimal nonnegative solution
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doubling algorithm
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bilinear transformation
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Cayley transforms
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convergence
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numerical examples
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