Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms
نویسندگان
چکیده
We survey theoretical properties and algorithms concerning the problem of solving a nonsymmetric algebraic Riccati equation, and we report on some known methods and new algorithmic advances. In particular, some results on the number of positive solutions are proved and a careful convergence analysis of Newton’s iteration is carried out in the cases of interest where some singularity conditions are encountered. From this analysis we determine initial approximations which still guarantee the quadratic convergence.
منابع مشابه
A Survey of Nonsymmetric Riccati Equations
We survey recent and also older results on nonsymmetric matrix Riccati differential equations and in the time invariant case on the corresponding algebraic Riccati equations. In particular we cite various applications connected with matrix Riccati equations.
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