A new class of complex nonsymmetric algebraic Riccati equations with its ω-comparison matrix being an irreducible singular M-matrix

被引:1
作者
Dong, Liqiang [1 ,2 ]
Li, Jicheng [1 ]
机构
[1] Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Shaanxi, Peoples R China
[2] Northwest A&F Univ, Coll Sci, Yangling, Shaanxi, Peoples R China
基金
中国国家自然科学基金;
关键词
Complex nonsymmetric algebraic Riccati equation; extremal solution; classical numerical method; doubling algorithm; parameter selection strategy; PRESERVING DOUBLING-ALGORITHM; ITERATIVE SOLUTION;
D O I
10.1080/00207160.2020.1729358
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose and discuss a new class of complex nonsymmetric algebraic Riccati equations (NAREs) whose four coefficient matrices form a matrix with its omega-comparison matrix being an irreducible singular M-matrix. We also prove that the extremal solutions of the NAREs exist uniquely in the noncritical case and exist in the critical case. Some good properties of the solutions are also shown. Besides, some classical numerical methods, including the Schur methods, Newton's method, the fixed-point iterative methods and the doubling algorithms, are also applied to solve the NAREs, and the convergence analysis of these methods are given in details. For the doubling algorithms, we also give out the concrete parameter selection strategies. The numerical results show that our methods are efficient for solving the NAREs.
引用
收藏
页码:75 / 105
页数:31
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