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

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:261

Article

Guo, Pei-Chang¹  Guo, Xiao-Xia¹ 

[1] Ocean Univ China, Sch Math Sci, Qingdao 266100, Peoples R China

关键词: Nonsymmetric algebraic Riccati equation;    Structure-preserving doubling algorithm;    Balancing strategy;    Cauchy-like matrix;    Transport theory;   

DOI  :  10.1016/j.cam.2013.09.058

来源: Elsevier

【 摘 要 】

We consider the nonsymmetric algebraic Riccati equation arising in transport theory, where the n x n coefficient matrices A, B, C and E involved in the equation are rank structured. After a balancing strategy the matrix (X) over tilde (T) 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. (C) 2013 Elsevier B.V. All rights reserved.

【 授权许可】

Free