Fast verified computation for the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation

DOI10.1007/s40314-018-0590-xzbMath1432.65051OpenAlexW2793456567MaRDI QIDQ1993448

Shinya Miyajima

Publication date: 5 November 2018

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-018-0590-x

zbMATH Keywords

\(M\)-matrixminimal nonnegative solutionnonsymmetric algebraic Riccati equationverified numerical computation

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24) Algorithms with automatic result verification (65G20) Numerical methods for matrix equations (65F45)

Related Items

Fast enclosure for the minimal nonnegative solution to the nonsymmetric T-Riccati equation, Newton's method for the positive solution of the coupled algebraic Riccati equation applied to automatic control, A class of fixed point iteration for the coupled algebraic Riccati equation

Uses Software

• INTLAB
• mftoolbox

Cites Work

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