Solving large-scale nonlinear matrix equations by doubling
نویسندگان
چکیده
منابع مشابه
Solving Large-Scale Nonsymmetric Algebraic Riccati Equations by Doubling
We consider the solution of the large-scale nonsymmetric algebraic Riccati equation XCX − XD − AX + B = 0, with M ≡ [D,−C;−B,A] ∈ R(n1+n2)×(n1+n2) being a nonsingular M-matrix, and A,D being sparse-like (with the products A−1v, A−>v, D−1v and D−>v computable in O(n1) or O(n2) complexity, for some vector v) and B,C are low-ranked. The structure-preserving doubling algorithm by Guo, Lin and Xu (2...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2013
ISSN: 0024-3795
DOI: 10.1016/j.laa.2012.08.008