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Doubling algorithm for nonsymmetric algebraic Riccati equations based on a generalized transformation

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成果类型:
期刊论文
作者:
Tang, Bo;Huang, Yunqing*;Dong, Ning
通讯作者:
Huang, Yunqing
作者机构:
[Tang, Bo; Huang, Yunqing] Xiangtan Univ, Sch Math & Computat Sci, Hunan Key Lab Computat & Simulat Sci & Engn, Key Lab Intelligent Comp & Informat Proc,Minist E, Xiangtan 411105, Hunan, Peoples R China.
[Tang, Bo] Hunan City Univ, Sch Sci, Yiyang 413000, Hunan, Peoples R China.
[Dong, Ning] Hunan Univ Technol, Sch Sci, Zhuzhou 412000, Hunan, Peoples R China.
通讯机构:
[Huang, Yunqing] X
Xiangtan Univ, Sch Math & Computat Sci, Hunan Key Lab Computat & Simulat Sci & Engn, Key Lab Intelligent Comp & Informat Proc,Minist E, Xiangtan 411105, Hunan, Peoples R China.
语种:
英文
关键词:
Doubling algorithm;Generalized Cayley transformation;Nonsymmetric algebraic Riccati equation;Shift-and-shrink transformation
期刊:
应用数学与力学进展
ISSN:
2070-0733
年:
2018
卷:
10
期:
6
页码:
1327-1343
基金类别:
The work of B. Tang was supported partly by Hunan Provincial Innovation Foundation for Postgraduate (No. CX2016B249) and Hunan Provincial Natural Science Foundation of China (No. 2018JJ3019). The work of N. Dong was supported partly by the Hunan Provincial Natural Science Foundation of China (Nos. 14JJ2114, 2017JJ2071) and the Excellent Youth Foundation and General Foundation of Hunan Educational Department (Nos. 17B071, 17C0466).
机构署名:
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摘要:
We consider computing the minimal nonnegative solution of the nonsymmetric algebraic Riccati equation with M-matrix. It is well known that such equations can be efficiently solved via the structure-preserving doubling algorithm (SDA) with the shift-and-shrink transformation or the generalized Cayley transformation. In this paper, we propose a more generalized transformation of which the shift-and-shrink transformation and the generalized Cayley transformation could be viewed as two special cases. Meanwhile, the doubling algorithm based on the p...

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