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DAGSTUHL
2007

Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms

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Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms
We survey on theoretical properties and algorithms concerning the problem of solving a nonsymmetric algebraic Riccati equation, and we report on some known methods and new algorithmic advances. In particular, some results on the number of positive solutions are proved and a careful convergence analysis of Newton’s iteration is carried out in the cases of interest where some singularity conditions are encountered. From this analysis we determine initial approximations which still guarantee the quadratic convergence.
Dario Andrea Bini, Bruno Iannazzo, Beatrice Meini,
Added 29 Oct 2010
Updated 29 Oct 2010
Type Conference
Year 2007
Where DAGSTUHL
Authors Dario Andrea Bini, Bruno Iannazzo, Beatrice Meini, Federico Poloni
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