A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation

For the nonsymmetric algebraic Riccati equation for which the four coefficient matrices form an M -matrix, the solution of practical interest is often the minimal nonnegative solution. In this note we prove that the minimal nonnegative solution is positive when the M -matrix is irreducible.

متن کامل

Iterative Solution of a Nonsymmetric Algebraic Riccati Equation

We study the nonsymmetric algebraic Riccati equation whose four coefficient matrices are the blocks of a nonsingular M -matrix or an irreducible singular M -matrix M . The solution of practical interest is the minimal nonnegative solution. We show that Newton’s method with zero initial guess can be used to find this solution without any further assumptions. We also present a qualitative perturb...

متن کامل

A Fast Newton's Method for a Nonsymmetric Algebraic Riccati Equation

A special instance of the algebraic Riccati equation XCX−XE−AX+B = 0 where the n × n matrix coefficients A,B,C,E are rank structured matrices is considered. Relying on the structural properties of Cauchy-like matrices, an algorithm is designed for performing the customary Newton iteration in O(n2) arithmetic operations (ops). The same technique is used to reduce the cost of the algorithm propos...

متن کامل

Low-rank approximation to the solution of a nonsymmetric algebraic Riccati equation from transport theory

We consider the solution of the large-scale nonsymmetric algebraic Riccati equation XCX À XD À AX þ B ¼ 0 from transport theory (Juang 1995), with M ½D; ÀC; ÀB; AŠ 2 R 2nÂ2n being a nonsingular M-matrix. In addition, A; D are rank-1 updates of diagonal matrices , with the products A À1 u; A À> u; D À1 v and D À> v computable in OðnÞ complexity, for some vectors u and v, and B, C are rank 1. The...

متن کامل

Solution of a nonsymmetric algebraic Riccati equation from a one-dimensional multistate transport model

For the steady-state solution of a differential equation from a one-dimensional multistate model in transport theory, we shall derive and study a nonsymmetric algebraic Riccati equation B− − X F− − F+X + X B+X = 0, where F± ≡ (I − F)D± and B± ≡ B D± with positive diagonal matrices D± and possibly low-ranked matrices F and B. We prove the existence of the minimal positive solution X∗ under a set...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Linear Algebra and its Applications

سال: 2002

ISSN: 0024-3795

DOI: 10.1016/s0024-3795(02)00431-7