Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices (Q2784343)
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scientific article; zbMATH DE number 1732238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices |
scientific article; zbMATH DE number 1732238 |
Statements
23 April 2002
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nonsymmetric algebraic Riccati equations
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M-matrices
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Wiener-Hopf factorization
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minimal nonnegative solution
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Schur method
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Newton's method
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fixed-point iterations
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comparison of methods
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numerical examples
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iterative methods
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Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices (English)
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The nonsymmetric algebraic Riccati equation for which the four coefficient matrices form an M-matrix is considered. Several iterative methods are discussed. A new sufficient condition for the existence of a nonnegative solution is obtained. This condition is closely related to the Wiener-Hopf factorization for M-matrices. It is illustrated how the minimal nonnegative solution can be found by the Schur method. Numerical examples are presented to compare the Schur method with Newton's method and some fixed-point iterations.
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