A modified structure-preserving doubling algorithm for nonsymmetric algebraic Riccati equations from transport theory

作者：Guo Pei Chang; Guo Xiao Xia^*

来源：Journal of Computational and Applied Mathematics, 2014, 261: 213-220.

DOI：10.1016/j.cam.2013.09.058

• Nonsymmetric algebraic Riccati equation
• Structure-preserving doubling algorithm
• Balancing strategy
• Cauchy-like matrix
• Transport theory

We consider the nonsymmetric algebraic Riccati equation arising in transport theory, where the n x n coefficient matrices A, B, C and E involved in the equation are rank structured. After a balancing strategy the matrix (X) over tilde (T) is the minimal positive solution of the dual algebraic Riccati equation, we can simplify the structure-preserving doubling algorithm (SDA) to this special equation and give a modified SDA, which has less computational cost at each iteration step. Also, we use numerical experiments to show the effectiveness of our new methods.

• 出版日期2014-5-1
• 单位中国海洋大学