NONSYMMETRIC ALGEBRAIC RICCATI-EQUATIONS AND HAMILTONIAN-LIKE MATRICES

Authors
JUANG J LIN WW
Citation
J. Juang et Ww. Lin, NONSYMMETRIC ALGEBRAIC RICCATI-EQUATIONS AND HAMILTONIAN-LIKE MATRICES, SIAM journal on matrix analysis and applications (Print), 20(1), 1999, pp. 228-243
Citations number
21
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on matrix analysis and applications (Print) → ACNP
ISSN journal
08954798
Volume
20
Issue
1
Year of publication
1999
Pages
228 - 243
Database
ISI
SICI code
0895-4798(1999)20:1<228:NARAHM>2.0.ZU;2-G
Abstract
We consider a nonsymmetric algebraic matrix Riccati equation arising f rom transport theory. The nonnegative solutions of the equation can be explicitly constructed via the inversion formula of a Cauchy matrix. An error analysis and numerical results are given. We also show a comp arison theorem of the nonnegative solutions.