TY - JOUR
T1 - A new class of complex nonsymmetric algebraic Riccati equations with its ω-comparison matrix being an irreducible singular M-matrix
AU - Dong, Liqiang
AU - Li, Jicheng
N1 - Publisher Copyright:
© 2020 Informa UK Limited, trading as Taylor & Francis Group.
PY - 2021
Y1 - 2021
N2 - 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 ω-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.
AB - 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 ω-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.
KW - 65F15
KW - 65F18
KW - 65F30
KW - classical numerical method
KW - Complex nonsymmetric algebraic Riccati equation
KW - doubling algorithm
KW - extremal solution
KW - parameter selection strategy
UR - https://www.scopus.com/pages/publications/85099890561
U2 - 10.1080/00207160.2020.1729358
DO - 10.1080/00207160.2020.1729358
M3 - 文章
AN - SCOPUS:85099890561
SN - 0020-7160
VL - 98
SP - 75
EP - 105
JO - International Journal of Computer Mathematics
JF - International Journal of Computer Mathematics
IS - 1
ER -