The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case
DOI10.1080/03081087.2018.1466862zbMATH Open1417.65121OpenAlexW2801082642MaRDI QIDQ4967259FDOQ4967259
Authors: Liqiang Dong, Guo Li, Jicheng Li 
Publication date: 3 July 2019
Published in: Linear and Multilinear Algebra (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03081087.2018.1466862
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convergence accelerationminimal nonnegative solutionan irreducible singular M-matrix algebraic Riccati equation (MARE)double deflating techniquethe critical case
Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Matrix equations and identities (15A24)
Cites Work
- Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory
- Accurate solutions of \(M\)-matrix algebraic Riccati equations
- A structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equation
- On the iterative solution of a class of nonsymmetric algebraic Riccati equations
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- On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation
- A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation
- A modified structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equations from transport theory
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- Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
- A new class of nonsymmetric algebraic Riccati equations
- Alternating-directional doubling algorithm for \(M\)-matrix algebraic Riccati equations
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- Deflating irreducible singular \(M\)-matrix Algebraic Riccati Equations
- Structure-Preserving Algorithms for Periodic Discrete-Time Algebraic Riccati Equations
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- A new two-phase structure-preserving doubling algorithm for critically singular \(M\)-matrix algebraic Riccati equations.
- Iterative solution of algebraic matrix Riccati equations in open loop Nash games
- Structured doubling algorithms for weakly stabilizing Hermitian solutions of algebraic Riccati equations
- A structured doubling algorithm for discrete-time algebraic Riccati equations with singular control weighting matrices
- The shift techniques for a nonsymmetric algebraic Riccati equation
- Solving the nonnegative solution for a (shifted) nonsymmetric algebraic Riccati equation in the critical case
Cited In (7)
- A new class of complex nonsymmetric algebraic Riccati equations with its \(\omega \)-comparison matrix being an irreducible singular M-matrix
- Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution
- Splitting iteration methods to solve non-symmetric algebraic Riccati matrix equation \(YAY-YB-CY+D=0\)
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
- Numerical methods for an algebraic Riccati equation arising in transport theory in the critical case
- A class of complex nonsymmetric algebraic Riccati equations associated with H-matrix
- Deflating irreducible singular \(M\)-matrix Algebraic Riccati Equations
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