A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation

被引:27
作者
Guo, CH [1 ]
机构
[1] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada
关键词
nonsymmetric algebraic Riccati equations; M-matrices; minimal nonnegative solution;
D O I
10.1016/S0024-3795(02)00431-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For the nonsymmetric algebraic Riccati equation for which the four coefficient matrices form an M-matrix, the solution of practical interest is often the minimal nonnegative solution. In this note, we prove that the minimal nonnegative solution is positive when the M-matrix is irreducible. (C) 2002 Elsevier Science Inc. All rights reserved.
引用
收藏
页码:299 / 302
页数:4
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