Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations

DOI10.1007/s00211-016-0815-0zbMath1362.65049OpenAlexW2512138232MaRDI QIDQ515850

Ren-Cang Li, Jungong Xue

Publication date: 17 March 2017

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-016-0815-0

zbMATH Keywords

iterationalgebraic Riccati equation\(M\)-matrixminimal solutiondoubling algorithmsGTH algorithmtriplet representationtriplet representation of an \(M\)-matrix

Mathematics Subject Classification ID

Related Items (10)

Structure-Preserving Doubling Algorithms That Avoid Breakdowns for Algebraic Riccati-Type Matrix Equations ⋮ Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction ⋮ Matrix equations in Markov modulated Brownian motion: theoretical properties and numerical solution ⋮ Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations ⋮ Accurate solutions of weighted least squares problems associated with rank-structured matrices ⋮ Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations ⋮ The double deflating technique for irreducible singular M-matrix algebraic Riccati equations in the critical case ⋮ Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations ⋮ Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process ⋮ Highly Accurate Latouche-Ramaswami Logarithmic Reduction Algorithm for Quasi-Birth-and-Death Process

Uses Software

• ARPREC

Cites Work

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