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

DOI10.1016/J.CAM.2020.112933zbMATH Open1439.65053OpenAlexW3017363757WikidataQ112880415 ScholiaQ112880415MaRDI QIDQ2178403FDOQ2178403

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)

Cites Work

• Title not available (Why is that?)
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• Gradient based iterative algorithms for solving a class of matrix equations
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• RADI: a low-rank ADI-type algorithm for large scale algebraic Riccati equations
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• On algebraic Riccati equations associated with \(M\)-matrices
• Characterization of solutions of non-symmetric algebraic Riccati equations
• Numerical study on nonsymmetric algebraic Riccati equations
• Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
• On the solution of large-scale algebraic Riccati equations by using low-dimensional invariant subspaces
• Rapid generalized Schultz iterative methods for the computation of outer inverses
• Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations
• Approximate solutions to large nonsymmetric differential Riccati problems with applications to transport theory
• A modified Newton-Shamanskii method for a nonsymmetric algebraic Riccati equation

Cited In (2)

• Two-step relaxation Newton method for nonsymmetric algebraic Riccati equations arising from transport theory
• A noniterative algebraic solution for Riccati equations satisfying two- point boundary-value problems

Uses Software

• RADI

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