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New Alternately Linearized Implicit Iteration for M-matrix Algebraic Riccati Equations

  • 【作者】Jinrui Guan,Linzhang Lu
  • 【刊名】Journal of Mathematical Study
  • 【作者单位】1 Department of Mathematics, Taiyuan Normal University, Taiyuan 030006, P.R. China. 2 School of Mathematics and Computer Science, Guizhou Normal University, Guizhou 550001, P.R. China. Received October 16, 2015; Accepted May 17, 2016
  • 【年份】2017
  • 【卷号】Vol.50 No.1
  • 【页码】54-64
  • 【关键词】M-matrix algebraic Riccati equation, M-matrix, ALI iteration method. 
  • 【摘要】 Research on the theories and the efficient numerical methods of M-matrix algebraic Riccati equation (MARE) has become a hot topic in recent years due to its broad applications. In this paper, based on the alternately linearized implicit iteration met...
  • 【文献类型】 期刊
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