Iterative Solution of a Nonsymmetric Algebraic Riccati Equation
From MaRDI portal
Publication:5460545
DOI10.1137/050647669zbMath1146.65035OpenAlexW1983184346WikidataQ56998752 ScholiaQ56998752MaRDI QIDQ5460545
Chun-Hua Guo, Nicholas J. Higham
Publication date: 29 April 2008
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://eprints.maths.manchester.ac.uk/760/1/guhi07.pdf
Newton's methodperturbation analysisM-matrixshiftsminimal nonnegative solutionnonsymmetric algebraic Riccati equationLatouche-Ramaswami algorithm
Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Positive matrices and their generalizations; cones of matrices (15B48)
Related Items
A new class of complex nonsymmetric algebraic Riccati equations with its ω-comparison matrix being an irreducible singular M-matrix, On inexact Newton methods based on doubling iteration scheme for non-symmetric algebraic Riccati equations, Low-rank Newton-ADI methods for large nonsymmetric algebraic Riccati equations, A new linearized implicit iteration method for nonsymmetric algebraic Riccati equations, On Newton's method and Halley's method for the principal \(p\)th root of a matrix, A class of iterative methods for solving nonsymmetric algebraic Riccati equations arising in transport theory, Numerical study on nonsymmetric algebraic Riccati equations, Solving large-scale nonsymmetric algebraic Riccati equations from two-dimensional transport models by doubling, Shift techniques for quasi-birth and death processes: canonical factorizations and matrix equations, A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix, Fourth-order tensor Riccati equations with the Einstein product, Condition numbers and backward error of a matrix polynomial equation arising in stochastic models, Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations, Solution of a nonsymmetric algebraic Riccati equation from a two-dimensional transport model, Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem, Quadratic vector equations, Numerical methods for a quadratic matrix equation with a nonsingular M-matrix, Accurate solutions of \(M\)-matrix Sylvester equations, Accurate solutions of \(M\)-matrix algebraic Riccati equations, On algebraic Riccati equations associated with \(M\)-matrices, On a family of high-order iterative methods under Kantorovich conditions and some applications, Convergence of pure and relaxed Newton methods for solving a matrix polynomial equation arising in stochastic models, Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory, Low memory and low complexity iterative schemes for a nonsymmetric algebraic Riccati equation arising from transport theory, Refining estimates of invariant and deflating subspaces for large and sparse matrices and pencils, Diagonal update method for a quadratic matrix equation, Normwise, mixed and componentwise condition numbers of nonsymmetric algebraic Riccati equations, Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations, On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems, A new two‐phase structure‐preserving doubling algorithm for critically singular M‐matrix algebraic Riccati equations, Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations, Convergence analysis of a variant of the Newton method for solving nonlinear equations, Transforming algebraic Riccati equations into unilateral quadratic matrix equations, Unnamed Item, Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations, A new class of nonsymmetric algebraic Riccati equations, A class of complex nonsymmetric algebraic Riccati equations associated with H-matrix, The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case, Convergence of relaxed Newton method for order-convex matrix equations, The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub, Elementwise Minimal Nonnegative Solutions for a Class of Nonlinear Matrix Equations, Unnamed Item, Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations, Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory, On solution and perturbation estimates for the nonlinear matrix equation \(X-A^*e^XA=I\), ON NEWTON'S METHOD FOR SOLVING A SYSTEM OF NONLINEAR MATRIX EQUATIONS
