Nonsymmetric algebraic Riccati equations and Hamiltonian-like matrices

被引：88

作者：

Juang, J ^{[1
]}

Lin, WW

机构：

[1] Natl Chiao Tung Univ, Dept Appl Math, Hsinchu 31015, Taiwan

[2] Natl Tsing Hua Univ, Inst Appl Math, Hsinchu 30043, Taiwan

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1998年 / 20卷 / 01期

关键词：

Hamiltonian; algebraic Riccati equation; M-matrices; nonnegative matrices; transport theory;

D O I：

10.1137/S0895479897318253

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a nonsymmetric algebraic matrix Riccati equation arising from transport theory. The nonnegative solutions of the equation can be explicitly constructed via the inversion formula of a Cauchy matrix. An error analysis and numerical results are given. We also show a comparison theorem of the nonnegative solutions.

引用

页码：228 / 243

页数：16

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