Two-parameters numerical methods of the non-symmetric algebraic Riccati equation

DOI10.1016/J.CAM.2020.112933MaRDI QIDQ2178403zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 11 May 2020

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.2020.112933

zbMATH Keywords

convergenceCayley transformationnon-symmetric algebraic Riccati equationregular \(M\)-matrixmodified inexact Newton method

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 734901 (Why is no real title available?)
• A modified Newton-Shamanskii method for a nonsymmetric algebraic Riccati equation
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• Alternately linearized implicit iteration methods for the minimal nonnegative solutions of the nonsymmetric algebraic Riccati equations
• Approximate solutions to large nonsymmetric differential Riccati problems with applications to transport theory
• Characterization of solutions of non-symmetric algebraic Riccati equations
• Existence of algebraic matrix Riccati equations arising in transport theory
• Explicit Solutions for a Riccati Equation from Transport Theory
• Gradient based iterative algorithms for solving a class of matrix equations
• Iterative Solution of Nonlinear Equations in Several Variables
• Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations
• Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
• Numerical study on nonsymmetric algebraic Riccati equations
• On algebraic Riccati equations associated with \(M\)-matrices
• On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations.
• On the iterative solution of a class of nonsymmetric algebraic Riccati equations
• On the solution of algebraic Riccati equations arising in fluid queues
• On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
• RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
• Rapid generalized Schultz iterative methods for the computation of outer inverses
• Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
• The Schur complement and its applications

Cited in

(8)

• A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems
• Numerical study on nonsymmetric algebraic Riccati equations
• Two-step relaxation Newton method for nonsymmetric algebraic Riccati equations arising from transport theory
• On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations.
• Two iterative algorithms for the symmetric solution of continuous algebraic Riccati equation with a parameter
• A new two-phase structure-preserving doubling algorithm for critically singular \(M\)-matrix algebraic Riccati equations.
• Numerical methods for the minimal non-negative solution of the non-symmetric coupled algebraic Riccati equation
• A parameterized class of complex nonsymmetric algebraic Riccati equations

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