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

DOI10.1002/NLA.2098MaRDI QIDQ4599014zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cited in

(4)

• 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 solution of a certain Riccati equation through Cauchy-like matrices
• Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation

Describes a project that uses

Uses Software

• INTLAB
• Matlab

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