Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations
type: Item
instance of: scholarly article
title: Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations
zbMATH Open document ID: 1445.65012
author: Changli Liu
author: Jungong Xue
author: Ren-Cang Li
published in: Journal of Scientific Computing
publication date: 2020-07-13T00:00:00Z
Mathematics Subject Classification ID: 65F45
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 7219848
zbMATH Keywords: algebraic Riccati equation
zbMATH Keywords: Markov modulated Brownian motion
zbMATH Keywords: minimal nonnegative solution
zbMATH Keywords: doubling algorithm
MaRDI profile type: Publication
full work available at URL: s10915-020-01263-4
OpenAlex ID: W3039280856
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DOI: 10.1007/S10915-020-01263-4
description: scientific article; zbMATH DE number 7219848