Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations

DOI10.1016/j.amc.2018.11.025zbMath1429.65086OpenAlexW2902682717MaRDI QIDQ2008525

Jinrui Guan

Publication date: 26 November 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2018.11.025

zbMATH Keywords

Newton methodminimal nonnegative solutionALI iteration methodM-matrix algebraic Riccati equation

Mathematics Subject Classification ID

Matrix equations and identities (15A24) Numerical methods for matrix equations (65F45)

Related Items (4)

Two-parameters numerical methods of the non-symmetric algebraic Riccati equation ⋮ Numerical algorithms of the discrete coupled algebraic Riccati equation arising in optimal control systems ⋮ 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

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