Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations

DOI10.1016/j.cam.2021.113614zbMath1470.65068OpenAlexW3157222039MaRDI QIDQ2029690

Wei-Guo Wang, Jungong Xue, Changli Liu, Ren-Cang Li

Publication date: 3 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113614

zbMATH Keywords

\(M\)-matrixdoubling algorithm\(M\)-matrix algebraic Riccati equationhigh entrywise relative accuracy

Mathematics Subject Classification ID

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

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Palindromic linearization and numerical solution of nonsymmetric algebraic \(T\)-Riccati equations, Highly Accurate Latouche-Ramaswami Logarithmic Reduction Algorithm for Quasi-Birth-and-Death Process

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