Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations
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Publication:2029690
DOI10.1016/j.cam.2021.113614zbMath1470.65068MaRDI QIDQ2029690
Jungong Xue, Ren-Cang Li, Wei-Guo Wang, Changli Liu
Publication date: 3 June 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113614
\(M\)-matrix; doubling algorithm; \(M\)-matrix algebraic Riccati equation; high entrywise relative accuracy