A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix

DOI10.1002/nla.1836zbMath1313.15030arXiv1011.1363OpenAlexW1828871915MaRDI QIDQ2931516

Federico Poloni, Bruno Iannazzo

Publication date: 25 November 2014

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.1363

zbMATH Keywords

algebraic Riccati equationeigenvalues\(M\)-matrixinvariant subspaceminimal nonnegative solutiondoubling algorithmshift technique

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items

Numerical study on nonsymmetric algebraic Riccati equations, Shift techniques for quasi-birth and death processes: canonical factorizations and matrix equations, A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix, Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations, A modified structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equations from transport theory, On algebraic Riccati equations associated with \(M\)-matrices, A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory

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