Deflating Irreducible Singular M- Matrix Algebraic Riccati Equations
نویسندگان
چکیده
A deflation technique is presented for an irreducible singular M -matrix Algebraic Riccati Equation (MARE). The technique improves the rate of convergence of a doubling algorithm, especially for an MARE in the critical case for which without deflation the doubling algorithm converges linearly and with deflation it converges quadratically. The deflation also improves the conditioning of the MARE in the critical case and thus enables its minimal nonnegative solution to be computed more accurately.
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