Convergence Analysis of Structure-Preserving Doubling Algorithms for Riccati-Type Matrix Equations
نویسندگان
چکیده
In this paper, we introduce the doubling transformation, a structure-preserving transformation for symplectic pencils, and present its basic properties. Based on these properties, a unified convergence theory for the structure-preserving doubling algorithms for a class of Riccati-type matrix equations is established, using only elementary matrix theory.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 28 شماره
صفحات -
تاریخ انتشار 2006