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
收藏
页码：228 / 243
页数：16
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