Nonsymmetric Algebraic Riccati Equations and Hamiltonian-like Matrices

DOI10.1137/S0895479897318253zbMATH Open0922.15003OpenAlexW2023471726MaRDI QIDQ4243502FDOQ4243502

Authors: Jonq Juang, Wen-Wei Lin 

Publication date: 18 May 1999

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

Full work available at URL: https://doi.org/10.1137/s0895479897318253

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zbMATH Keywords

eigenvectorserror analysisnumerical experimentscomparison theoremeigenvalue distributionnonnegative matricesbifurcation diagramtransport theoryinversion formula\(M\)-matricesCauchy matrixnonnegative solutionsHamiltonian-like matricesnonsymmetric algebraic matrix Riccati equation

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Matrix equations and identities (15A24) Transport processes in time-dependent statistical mechanics (82C70)

Cited In (62)

• A generalized ALI iteration method for nonsymmetric algebraic Riccati equations
• Splitting iteration methods to solve non-symmetric algebraic Riccati matrix equation \(YAY-YB-CY+D=0\)
• A nonsymmetric Nash-Riccati equation and decoupled schemes for a stabilizing solution
• Numerical methods for an algebraic Riccati equation arising in transport theory in the critical case
• Global existence and stability of solutions of matrix Riccati equations
• On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• A modified large-scale structure-preserving doubling algorithm for a large-scale Riccati equation from transport theory
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• A modified structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equations from transport theory
• Solving the nonnegative solution for a (shifted) nonsymmetric algebraic Riccati equation in the critical case
• The King-Werner method for solving nonsymmetric algebraic Riccati equation
• Two-step relaxation Newton algorithm for solving nonlinear algebraic equations
• A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations
• Condition number and backward errors of nonsymmetric algebraic Riccati equation
• A new two-phase structure-preserving doubling algorithm for critically singular \(M\)-matrix algebraic Riccati equations.
• The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case
• Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations
• Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory
• Non-symmetric matrix Riccati equations
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• Quasi-Newton methods in infinite-dimensional spaces and application to matrix equations
• On the convergence rate of an iterative method for solving nonsymmetric algebraic Riccati equations
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• Low memory and low complexity iterative schemes for a nonsymmetric algebraic Riccati equation arising from transport theory
• A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
• Some predictor-corrector-type iterative schemes for solving nonsymmetric algebraic Riccati equations arising in transport theory.
• On applications of Schauder's fixed-point theorem for the solution of the non-symmetric algebraic Riccati equation
• Effects of a parameter on a nonsymmetric algebraic Riccati equation
• Doubling algorithm for nonsymmetric algebraic Riccati equations based on a generalized transformation
• Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations
• Numerical study on nonsymmetric algebraic Riccati equations
• Numerical solutions of quaternionic Riccati equations
• Accurate solutions of \(M\)-matrix Sylvester equations
• Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations
• Transforming algebraic Riccati equations into unilateral quadratic matrix equations
• On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations.
• Stability of invariant subspaces of quaternion matrices
• Convergence rates of a class of predictor-corrector iterations for the nonsymmetric algebraic Riccati equation arising in transport theory
• A class of iterative methods for solving nonsymmetric algebraic Riccati equations arising in transport theory
• Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling
• Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations
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• Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations
• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
• Convergence analysis of a variant of the Newton method for solving nonlinear equations

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