On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation

@article{Guo2007OnTD,
  title={On the Doubling Algorithm for a (Shifted) Nonsymmetric Algebraic Riccati Equation},
  author={Chun-Hua Guo and Bruno Iannazzo and Beatrice Meini},
  journal={SIAM J. Matrix Analysis Applications},
  year={2007},
  volume={29},
  pages={1083-1100}
}
Nonsymmetric algebraic Riccati equations for which the four coefficient matrices form an irreducible M -matrix M are considered. The emphasis is on the case where M is an irreducible singular M -matrix, which arises in the study of Markov models. The doubling algorithm is considered for finding the minimal nonnegative solution, the one of practical interest. The algorithm has been recently studied by others for the case where M is a nonsingular M -matrix. A shift technique is proposed to… CONTINUE READING

From This Paper

Figures, tables, and topics from this paper.

Citations

Publications citing this paper.
Showing 1-10 of 33 extracted citations

Alternating-directional Doubling Algorithm for M-Matrix Algebraic Riccati Equations

SIAM J. Matrix Analysis Applications • 2012
View 5 Excerpts
Highly Influenced

Multi-stage stochastic fluid models for congestion control

European Journal of Operational Research • 2014
View 1 Excerpt

References

Publications referenced by this paper.
Showing 1-10 of 24 references

Iterative Solution of a Nonsymmetric Algebraic Riccati Equation

SIAM J. Matrix Analysis Applications • 2007
View 5 Excerpts

Canonical and standard forms for certain rank one perturbations and an application to the (complex) Google pageranking problem

R. A. Horn, S. Serra-Capizzano
submitted for publication • 2006
View 1 Excerpt

Algorithms for return probabilities for stochastic fluid flows

M. M. O’Reilly N. G. Bean, P. G. Taylor
Stoch . Models • 2005

M

N. G. Bean
M. O’Reilly, and P. G. Taylor, Algorithms for return probabilities for stochastic fluid flows, Stoch. Models, 21 • 2005
View 1 Excerpt

On the minimal nonnegative solution of nonsymmetric algebraic Riccati equation

X.-X. Guo, Z.-Z. Bai
J. Comput. Math., 23 • 2005
View 1 Excerpt

Similar Papers

Loading similar papers…