A modified structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equations from transport theory

We consider the nonsymmetric algebraic Riccati equation arising in transport theory, where the n×n coefficient matrices A,B,C and E involved in the equation are rank structured. After a balancing strategy the matrix X̃T is the minimal positive solution of the dual algebraic Riccati equation, we can...

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Bibliographic Details
Published in:Journal of computational and applied mathematics Vol. 261; pp. 213 - 220
Main Authors: Guo, Pei-Chang, Guo, Xiao-Xia
Format: Journal Article
Language:English
Published: Elsevier B.V 01.05.2014
Subjects:
Balancing strategy
Cauchy-like matrix
Nonsymmetric algebraic Riccati equation
Structure-preserving doubling algorithm
Transport theory
Balancing strategy
Cauchy-like matrix
Transport theory
Structure-preserving doubling algorithm
Nonsymmetric algebraic Riccati equation
ISSN:0377-0427, 1879-1778
Online Access:Get full text
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Summary:We consider the nonsymmetric algebraic Riccati equation arising in transport theory, where the n×n coefficient matrices A,B,C and E involved in the equation are rank structured. After a balancing strategy the matrix X̃T is the minimal positive solution of the dual algebraic Riccati equation, we can simplify the structure-preserving doubling algorithm (SDA) to this special equation and give a modified SDA, which has less computational cost at each iteration step. Also, we use numerical experiments to show the effectiveness of our new methods.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2013.09.058