Monotone convergence of Newton-like methods for M-matrix algebraic Riccati equations
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Publication:372853
DOI10.1007/S11075-012-9666-7zbMATH Open1273.65060OpenAlexW2036870544MaRDI QIDQ372853FDOQ372853
Authors: Chun-Hua Guo 
Publication date: 21 October 2013
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-012-9666-7
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Newton-like methodM-matrixChebyshev's methodminimal nonnegative solutionalgebraic Riccati equationmonotone convergence
Cites Work
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- Functions of Matrices
- Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
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- Existence of algebraic matrix Riccati equations arising in transport theory
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- On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
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- On the solution of algebraic Riccati equations arising in fluid queues
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- A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
- Convergence analysis of the doubling algorithm for several nonlinear matrix equations in the critical case
- Transforming algebraic Riccati equations into unilateral quadratic matrix equations
- Convergence analysis of the Newton-Shamanskii method for a nonsymmetric algebraic Riccati equation
- A Shamanskii-Like Acceleration Scheme for Nonlinear Equations at Singular Roots
- Accurate fourteenth-order methods for solving nonlinear equations
Cited In (11)
- A modified Newton method for multilinear PageRank
- On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems
- Monotone convergence of Newton-like iteration for a structured nonlinear eigen-problem
- Monotonicity and convexity properties of matrix Riccati equations
- Structured Shamanskii methods for Chandrasekhar equation arising from radiation
- On the tripling algorithm for large-scale nonlinear matrix equations with low rank structure
- Doubling algorithm for nonsymmetric algebraic Riccati equations based on a generalized transformation
- Numerical study on nonsymmetric algebraic Riccati equations
- Stabilised finite element methods for a bending moment formulation of the Reissner-Mindlin plate model
- The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees
- Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
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