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In this paper we propose a structure-preserving doubling algorithm (SDA) for computing the minimal nonnegative solutions to the nonsymmetric algebraic Riccati equation (NARE) based on the techniques developed in the symmetric cases. This method allows the simultaneous approximation of the minimal nonnegative solutions of the NARE and its dual equation, only(More)
From the necessary and sufficient conditions for complete reachability and observability of periodic time-varying descriptor systems, the symmetric positive semi-definite reachability/observability Gramians are defined. These Gramians can be shown to satisfy some projected generalized discrete-time periodic Lyapunov equations. We propose a numerical method(More)
We study canonical forms for Hamiltonian and symplectic matrices or pencils under equivalence transformations which keep the class invariant. In contrast to other canonical forms our forms are as close as possible to a triangular structure in the same class. We give necessary and sufficient conditions for the existence of Hamiltonian and symplectic(More)
In this paper, we propose structured doubling algorithms for the computation of the weakly stabilizing Hermitian solutions of the continuousand discrete-time algebraic Riccati equations, respectively. Assume that the partial multiplicities of purely imaginary and unimodular eigenvalues (if any) of the associated Hamiltonian and symplectic pencil,(More)
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.
In this paper, we propose an inexact inverse iteration method for the computation of the eigenvalue with the smallest modulus and its associated eigenvector for a large sparse matrix. The linear systems of the traditional inverse iteration are solved with accuracy that depends on the eigenvalue with the second smallest modulus and iteration numbers. We(More)
In this paper, we review two types of doubling algorithm and some techniques for analyzing them. We then use the techniques to study the doubling algorithm for three different nonlinear matrix equations in the critical case. We show that the convergence of the doubling algorithm is at least linear with rate 1/2. As compared to earlier work on this topic,(More)