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一種保持結構平方演算法解非對稱代數黎卡迪方程
Thesis

一種保持結構平方演算法解非對稱代數黎卡迪方程

張志鵬
Masters, National Tsing Hua University
2004

Abstract

非線性黎卡迪方程演算法 Nonsymmetric Algebraic Riccati Equation
In this paper we consider the nonsymmetric algebraic Riccatiequation (NARE) for which the four coefficient matrices form an M-matrix. Nonsymmetric algebraic Riccati equations of this type appear in applied probability and transport theory. The minimal nonnegative solution of these equations can be found by a structure-preserving doubling algorithm (SDA).

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