Alternating-directional Doubling Algorithm for M-Matrix Algebraic Riccati Equations

DOI10.1137/110835463zbMath1258.65045OpenAlexW2012272511MaRDI QIDQ2903117

Wei-Chao Wang, Ren-Cang Li, Wei-Guo Wang

Publication date: 23 August 2012

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110835463

zbMATH Keywords

convergencenumerical examplesbilinear transformation\(M\)-matrixmatrix Riccati equationCayley transformsminimal nonnegative solutiondoubling algorithm

Mathematics Subject Classification ID

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