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

• Autores: Pei-Chang Guo, Xiao-Xia Guo
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 261, Nº 1, 2014, págs. 213-220
• Idioma: inglés
• DOI: 10.1016/j.cam.2013.09.058
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• Resumen

  • We consider the nonsymmetric algebraic Riccati equation arising in transport theory, where the n × n coefficient matrices A, B, C and E involved in the equation are rank structured. After a balancing strategy the matrix � XT 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.