Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices (Q4243502)

The authors consider a nonsymmetric algebraic matrix Riccati equation arising from transport theory. The nonnegative solutions of the equation can be explicitly constructed via the inversion formula of a Cauchy matrix. An error analysis and numerical results are given. They also show a comparison theorem of the nonnegative solutions. This paper is organized as follows. In Section 2, the authors analyze the eigenvalue distribution of \(H:=\left[\begin{smallmatrix} D & -C\\ B & -A\end{smallmatrix}\right]\) and characterize the components of the associated eigenvectors. In Section 3, a complete representation and a bifurcation diagram of the nonnegative solutions of \[ B-AX-XD+XCX=0,\tag{1} \] are established. In (1), \(A,B,C\), and \(D\) have particular structures. An error analysis and some numerical experiments for the computation of the nonnegative solutions are given in Section 4. In Section 5, some comparison results are derived. The concluding section primarily contains some thoughts regarding possible future research related to the results in this paper.