Fast verified computation for solutions of algebraic Riccati equations arising in transport theory.

DOI10.1002/NLA.2098zbMATH Open1438.65080OpenAlexW2604201146MaRDI QIDQ4599014FDOQ4599014

Shinya Miyajima

Publication date: 15 December 2017

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

Full work available at URL: https://doi.org/10.1002/nla.2098

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zbMATH Keywords

minimal positive solution\(M\)-matrixPerron-Frobenius theorynonsymmetric algebraic Riccati equationverified computation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Cited In (3)

• On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation
• Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation
• Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation

Uses Software

• Matlab
• INTLAB

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