The shift techniques for a nonsymmetric algebraic Riccati equation

DOI10.1016/J.AMC.2012.11.018MaRDI QIDQ2434813zbMATH OpenOpenAlexFDO

Authors Matthew M. Lin, Chun-Yueh Chiang

Publication date 31 January 2014

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2012.11.018

zbMATH Keywords

convergencecritical caseeigenvalue distributioniteration methodminimal nonnegative solutionnonsymmetric algebraic Riccati equationshift techniquestructure-preserving doubling algorithmtransport theory

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Review text

The authors consider finding the minimal nonnegative solution of a special form of nonsymmetric algebraic matrix Riccati equation. In fact, they fine-tune the customary structure-preserving doubling algorithm (SDA) making it always workable and quadratically convergent for all parameter values. This is achieved through a detailed analysis of the change in the eigenvalue distribution of matrices \(H\) and \(M\) as the shift procedures are employed. The authors also consider the linearly convergent simple iteration method by adjusting it with double shift so its convergence is dramatically accelerated.

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Cited in

(9)

• A class of complex nonsymmetric algebraic Riccati equations associated with H-matrix
• On applications of Schauder's fixed-point theorem for the solution of the non-symmetric algebraic Riccati equation
• The eigenvalue shift technique and its eigenstructure analysis of a matrix
• scientific article; zbMATH DE number 2186564 (Why is no real title available?)
• The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case
• Some accelerated iterative algorithms for solving nonsymmetric algebraic Riccati equations arising in transport theory
• A new class of complex nonsymmetric algebraic Riccati equations with its -comparison matrix being an irreducible singular M-matrix
• Numerical methods for an algebraic Riccati equation arising in transport theory in the critical case
• Solving the nonnegative solution for a (shifted) nonsymmetric algebraic Riccati equation in the critical case

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